statsmodels.stats.moment_helpers.cov2corr(cov, return_std=False)
[source]
convert covariance matrix to correlation matrix
Parameters: | cov (array_like, 2d) – covariance matrix, see Notes |
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Returns: |
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This function does not convert subclasses of ndarrays. This requires that division is defined elementwise. np.ma.array and np.matrix are allowed.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.stats.moment_helpers.cov2corr.html