get.R {CTxCC} | R Documentation |
Returns a correlation matrix from a variance-covariance matrix
get.R(Sigma0)
Sigma0 |
variance-covariance matrix of dimensions kxk |
R |
correlation matrix correspondig to Sigma0 |
Dr. Burcu Aytaçoğlu (burcuaytacoglu@gmail.com) Dr. Diana Barraza-Barraza (diana.barraza@ujed.mx), Dr. Víctor G. Tercero-Gómez (victor.tercero@tec.mx), Dr. A. Eduardo Cordero-Franco (lalo.cordero@gmail.com),
Paper
k<-6 # variables
B<-matrix(runif(n = k*k),ncol= k)### creating random matrix for sigma
sigma = B%*%t(B)
get.R(Sigma0=sigma)