get.R {CTxCC}R Documentation

Get Correlation matrix from a Covariance matrix

Description

Returns a correlation matrix from a variance-covariance matrix

Usage

get.R(Sigma0)

Arguments

Sigma0

variance-covariance matrix of dimensions kxk

Value

R

correlation matrix correspondig to Sigma0

Author(s)

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),

References

Paper

Examples

k<-6 # variables
B<-matrix(runif(n = k*k),ncol= k)### creating random matrix for sigma
sigma = B%*%t(B)
get.R(Sigma0=sigma)

[Package CTxCC version 0.2.0 Index]