Extract Correlation Matrix from a pdMat Object
The correlation matrix corresponding to the positive-definite matrix
represented by object
is obtained.
## S3 method for class 'pdMat' corMatrix(object, ...)
object |
an object inheriting from class |
... |
some methods for this generic require additional arguments. None are used in this method. |
the correlation matrix corresponding to the positive-definite matrix
represented by object
.
José Pinheiro and Douglas Bates bates@stat.wisc.edu
pd1 <- pdSymm(diag(1:4)) corMatrix(pd1)
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