CORRCOV

Back to Function List, Statistics Library

Convert covariance matrix to correlation matrix

Usage

Jacket for M Language

Supported Syntax

R = corrcov(C)
[R,sigma] = corrcov(C)

GFOR Supported	Yes
GCOMPILE Supported	No
Types Supported	- GDOUBLE GSINGLE COMPLEX
Types Not Supported	- GLOGICAL GINT32 GINT8 GUINT32 GUINT8
CPU usage	Jacket only contains GPU computing functions. To run functions on the CPU, try one of the MathWorks products: http://www.mathworks.com/help/toolbox/stats/corrcov.html