corMatrix.pdMat Extract Correlation Matrix from a pdMat Object

Description

The correlation matrix corresponding to the positive-definite matrix represented by object is obtained.

Usage

## S3 method for class 'pdMat'
corMatrix(object, ...)

Arguments

object

an object inheriting from class "pdMat", representing a positive definite matrix.

...

some methods for this generic require additional arguments. None are used in this method.

Value

the correlation matrix corresponding to the positive-definite matrix represented by object.

Author(s)

José Pinheiro and Douglas Bates [email protected]

See Also

as.matrix.pdMat, pdMatrix

Examples

pd1 <- pdSymm(diag(1:4))
corMatrix(pd1)

Copyright (©) 1999–2012 R Foundation for Statistical Computing.
Licensed under the GNU General Public License.