Arun Kumar Saha wrote:
Suppose I have a Variance-covariance matrix A. Is there any fast way to calculate correlation matrix from 'A' and vice-versa without emplying any 'for' loop?
C <- cov2cor(A)
The other way around is ill-defined, but if d is the vector of variances, d <- sqrt(diag(A)) A <- outer(d, d)*C. -- 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 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
