statsmodels.stats.moment_helpers.cov2corr¶
-
statsmodels.stats.moment_helpers.
cov2corr
(cov, return_std=False)[source]¶ convert covariance matrix to correlation matrix
- Parameters
- covarray_like, 2d
covariance matrix, see Notes
- Returns
Notes
This function does not convert subclasses of ndarrays. This requires that division is defined elementwise. np.ma.array and np.matrix are allowed.