From 5ad828e12325ce9dd6862493e225adaabd7d294c Mon Sep 17 00:00:00 2001
From: Antonio Saragga <47437960+ASaragga@users.noreply.github.com>
Date: Tue, 16 Feb 2021 16:24:50 +0000
Subject: [PATCH 1/4] Allow computing the correlation matrix from the
 covariance matrix only (StatsBase.jl #652)

---
 src/cov.jl | 7 +++++++
 1 file changed, 7 insertions(+)

diff --git a/src/cov.jl b/src/cov.jl
index a77cd5086..4f68f1d13 100644
--- a/src/cov.jl
+++ b/src/cov.jl
@@ -131,6 +131,13 @@ deviations `s`. Use `StatsBase.cov2cor!` for an in-place version.
 """
 cov2cor(C::AbstractMatrix, s::AbstractArray) = cov2cor!(copy(C), s)
 
+"""
+     cov2cor(C)
+
+ Compute the correlation matrix from the covariance matrix `C`. Use `StatsBase.cov2cor!` for an in-place version.
+ """
+ cov2cor(C::AbstractMatrix) = cov2cor!(copy(C))
+
 """
     cor2cov(C, s)
 

From f68e00ef941f2752974dc72c7462e8a7067690f4 Mon Sep 17 00:00:00 2001
From: Antonio Saragga <47437960+ASaragga@users.noreply.github.com>
Date: Thu, 18 Feb 2021 03:11:23 +0000
Subject: [PATCH 2/4] Add tests to allow computing the correlation matrix from
 the covariance matrix only

---
 test/cov.jl | 4 ++++
 1 file changed, 4 insertions(+)

diff --git a/test/cov.jl b/test/cov.jl
index ab310276c..0ffca0f83 100644
--- a/test/cov.jl
+++ b/test/cov.jl
@@ -122,8 +122,12 @@ weight_funcs = (weights, aweights, fweights, pweights)
             @testset "cov2cor" begin
                 @test cov2cor(cov(X, dims = 1), std(X, dims = 1)) ≈ cor(X, dims = 1)
                 @test cov2cor(cov(X, dims = 2), std(X, dims = 2)) ≈ cor(X, dims = 2)
+                @test cov2cor(cov(X, dims = 1)) ≈ cor(X, dims = 1)
+                @test cov2cor(cov(X, dims = 2)) ≈ cor(X, dims = 2)
                 @test cov2cor(cov1, std1) ≈ cor1
                 @test cov2cor(cov2, std2) ≈ cor2
+                @test cov2cor(cov1) ≈ cor1
+                @test cov2cor(cov2) ≈ cor2
             end
             @testset "cor2cov" begin
                 @test cor2cov(cor(X, dims = 1), std(X, dims = 1)) ≈ cov(X, dims = 1)

From 25894d26f5f7341e1140c0d91d23c54d4fb43d00 Mon Sep 17 00:00:00 2001
From: Antonio Saragga <47437960+ASaragga@users.noreply.github.com>
Date: Fri, 19 Feb 2021 20:38:48 +0000
Subject: [PATCH 3/4] Add tests for cov2cor function

---
 test/cov.jl | 2 --
 1 file changed, 2 deletions(-)

diff --git a/test/cov.jl b/test/cov.jl
index 0ffca0f83..cf54d16e7 100644
--- a/test/cov.jl
+++ b/test/cov.jl
@@ -122,8 +122,6 @@ weight_funcs = (weights, aweights, fweights, pweights)
             @testset "cov2cor" begin
                 @test cov2cor(cov(X, dims = 1), std(X, dims = 1)) ≈ cor(X, dims = 1)
                 @test cov2cor(cov(X, dims = 2), std(X, dims = 2)) ≈ cor(X, dims = 2)
-                @test cov2cor(cov(X, dims = 1)) ≈ cor(X, dims = 1)
-                @test cov2cor(cov(X, dims = 2)) ≈ cor(X, dims = 2)
                 @test cov2cor(cov1, std1) ≈ cor1
                 @test cov2cor(cov2, std2) ≈ cor2
                 @test cov2cor(cov1) ≈ cor1

From edeeaf6bc615aa46aa4584e866f90db93f8763a7 Mon Sep 17 00:00:00 2001
From: Antonio Saragga <47437960+ASaragga@users.noreply.github.com>
Date: Sat, 20 Feb 2021 13:56:35 +0000
Subject: [PATCH 4/4] Update cov.jl

---
 test/cov.jl | 2 --
 1 file changed, 2 deletions(-)

diff --git a/test/cov.jl b/test/cov.jl
index cf54d16e7..ab310276c 100644
--- a/test/cov.jl
+++ b/test/cov.jl
@@ -124,8 +124,6 @@ weight_funcs = (weights, aweights, fweights, pweights)
                 @test cov2cor(cov(X, dims = 2), std(X, dims = 2)) ≈ cor(X, dims = 2)
                 @test cov2cor(cov1, std1) ≈ cor1
                 @test cov2cor(cov2, std2) ≈ cor2
-                @test cov2cor(cov1) ≈ cor1
-                @test cov2cor(cov2) ≈ cor2
             end
             @testset "cor2cov" begin
                 @test cor2cov(cor(X, dims = 1), std(X, dims = 1)) ≈ cov(X, dims = 1)