📄 rhomatrix.m
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function R = rhomatrix(C)%RHOMATRIX normalized correlation coefficents.% R = RHOMATRIX(C) returns a matrix of correlation coefficients, R,% given a covariance matrix, C.%% If C is the covariance matrix, C = COV(X), then RHOMATRIX(C) is% the matrix whose (i,j)'th element is% % R(i,j) = C(i,j)/SQRT(C(i,i)*C(j,j)).%%-----------------------------------------------------------------% History:% Date Who What% ----------- ------- -----------------------------% 03-10-2004 rme Created and written.d = sqrt(diag(C));R = C ./ (d*d');
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