| corrmvc {TSsmoothing} | R Documentation |
Correlation from a 2d covariance matrix.
Description
Computes the correlation given a covariance matrix of a bivariate variable.
Usage
corrmvc(mat)
Arguments
mat |
is a 2x2 covariace matrix |
Value
The empirical correlation fo the two series
[Package TSsmoothing version 0.1.0 Index]