[R] Compute a correlation matrix from an existing covariance matrix

[Liaw, Andy]

See ?cov2cor.

Andy

From: Marc Bernard
> 
> Dear All,
>    
>   I am wondering if there is an R function to convert a 
> covariance matrix to a correlation matrix. I have a 
> covariance matrix sigma and I want to compute the 
> corresponding correlation matrix R from sigma.
>    
>   Thank you very much,
>    
>   Bernard
> 
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