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Allow computing the correlation matrix from the covariance matrix only #661

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Allow computing the correlation matrix from the covariance matrix only #661

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5ad828e
Allow computing the correlation matrix from the covariance matrix onl…
ASaragga Feb 16, 2021
f68e00e
Add tests to allow computing the correlation matrix from the covarian…
ASaragga Feb 18, 2021
25894d2
Add tests for cov2cor function
ASaragga Feb 19, 2021
edeeaf6
Update cov.jl
ASaragga Feb 20, 2021
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7 changes: 7 additions & 0 deletions src/cov.jl
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Expand Up @@ -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.
"""
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I'd merge this with the docstring for the 2-argument version (with cov2cor(C[, s]) as a signature).

cov2cor(C::AbstractMatrix) = cov2cor!(copy(C))

"""
cor2cov(C, s)

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