CovToCor {QRMlib}R Documentation

Covariance To Correlation Matrix

Description

extracts the correlation matrix from a covariance matrix

Usage

CovToCor(mat)

Arguments

mat a covariance matrix

Details

This is a custom function built by Alexander McNeil. It provides the same functionality as R's built in cov2cor() method in the stats package.

Value

a correlation matrix

See Also

equicorr


[Package QRMlib version 1.4.4 Index]