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view m-toolbox/classes/+utils/@math/cov2corr.m @ 42:f90d4f666cc7 database-connection-manager
Cleanup
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Mon, 05 Dec 2011 18:04:34 +0100 |
parents | f0afece42f48 |
children |
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % COV2CORR % Convert covariance to standard deviation and correlation coefficient % % SigC is a 1-by-n vector with the standard deviation of each process. % CorrC is an n-by-n matrix of correlation coefficients. % % Algorithm % % SigC(i) = sqrt(Covar(i,i)) % CorrC(i,j) = Covar(i,j)/(SigC(i)*SigC(j)) % % L Ferraioli 10-10-2010 % % $Id: cov2corr.m,v 1.1 2010/11/16 16:41:37 luigi Exp $ %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function [CorrC,SigC] = cov2corr(Covar) CorrC = Covar; SigC = sqrt(diag(Covar)); for tt=1:size(CorrC,1) for hh=1:size(CorrC,2) CorrC(tt,hh) = Covar(tt,hh)/(sqrt(Covar(tt,tt))*sqrt(Covar(hh,hh))); end end end