Convert covariance matrix to correlation matrix 1.0

Date Added: September 08, 2013 | Visits: 371

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The function is "remix" of native matlab cov2corr() function, which produces correlation matrix with elements on its main diagonal slightly greater or less then 1. So it can't be used in various further computations, for example in squareform() function.The problem can be resolved simply by setting all the diagonal elements to 1 (freaky way) or by using variance instead of std while computing correlation matrix (covariance(x,y)/sqrt(var(x)*var(y)) instead of covariance(x,y)/(std(x)*std(y))).

Requirements: No special requirements

Platforms: Matlab

Keyword: Covariancexysqrtvarxvary, Covariancexystdxstdy, Freaky, Problem, Resolved, Setting, Simply, Squareform

Users rating: 0/10

License: Shareware

Size: 10 KB

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