# Documentation

### This is machine translation

Translated by
Mouseover text to see original. Click the button below to return to the English verison of the page.

# corrcov

Convert covariance matrix to correlation matrix

## Syntax

```R = corrcov(C) [R,sigma] = corrcov(C) ```

## Description

`R = corrcov(C)` computes the correlation matrix `R` corresponding to the covariance matrix `C`. `C` must be square, symmetric, and positive semi-definite.

`[R,sigma] = corrcov(C)` also computes the vector of standard deviations `sigma`.

## Examples

Use `cov` and `corrcoef` to compute covariances and correlations, respectively, for sample data on weight and blood pressure (systolic, diastolic) in `hospital.mat`:

```load hospital X = [hospital.Weight hospital.BloodPressure]; C = cov(X) C = 706.0404 27.7879 41.0202 27.7879 45.0622 23.8194 41.0202 23.8194 48.0590 R = corrcoef(X) R = 1.0000 0.1558 0.2227 0.1558 1.0000 0.5118 0.2227 0.5118 1.0000```

Compare `R` with the correlation matrix computed from `C` by `corrcov`:

```corrcov(C) ans = 1.0000 0.1558 0.2227 0.1558 1.0000 0.5118 0.2227 0.5118 1.0000```