# Compute a correlation matrix from an existing covariance matrix

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## Compute a correlation matrix from an existing covariance matrix

 Dear All,       I am wondering if there is an R function to convert a covariance matrix to a correlation matrix. I have a covariance matrix sigma and I want to compute the corresponding correlation matrix R from sigma.       Thank you very much,       Bernard                 ---------------------------------         [[alternative HTML version deleted]] ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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## Re: Compute a correlation matrix from an existing covariance matrix

 See ?cov2cor. Andy From: Marc Bernard > > Dear All, >     >   I am wondering if there is an R function to convert a > covariance matrix to a correlation matrix. I have a > covariance matrix sigma and I want to compute the > corresponding correlation matrix R from sigma. >     >   Thank you very much, >     >   Bernard > > > --------------------------------- > > [[alternative HTML version deleted]] > > ______________________________________________ > [hidden email] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help> PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html> > ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
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## Re: Compute a correlation matrix from an existing covariance matrix

 In reply to this post by Marc Bernard Marc Bernard <[hidden email]> writes: > Dear All, >     >   I am wondering if there is an R function to convert a covariance matrix to a correlation matrix. I have a covariance matrix sigma and I want to compute the corresponding correlation matrix R from sigma. You mean something like cov2cor()? (BTW, why doesn't the page for cor/var/cov/cov2cor show up on help.search("covariance") or help.search("correlation") for me??) --    O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B   c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K  (*) \(*) -- University of Copenhagen   Denmark          Ph:  (+45) 35327918 ~~~~~~~~~~ - ([hidden email])                  FAX: (+45) 35327907 ______________________________________________ [hidden email] mailing list https://stat.ethz.ch/mailman/listinfo/r-helpPLEASE do read the posting guide! http://www.R-project.org/posting-guide.html