<< nan_corrcoef Data Correlation and Covariance nan_cov >>

NaN Toolbox >> NaN Toolbox > Data Correlation and Covariance > nan_corrcov

nan_corrcov

Compute correlation matrix from covariance matrix.

Calling Sequence

R = nan_corrcov(C)

Parameters

C:

covariance matrix, must be square, symmetric, and positive semi-definite

R:

correlation matrix, which corresponds to the

See also

Authors

<< nan_corrcoef Data Correlation and Covariance nan_cov >>