CovarianceMatrix2Correlation
This program computes the pearson correlation coefficient \[ \rho_{ij} = \frac{\sigma_{ij}}{\sigma_i \sigma_j} \]from a given covariance matrix stored in inputfileCovarianceMatrix. The result is stored in outputfileCorrelationMatrix.
Name | Type | Annotation |
---|---|---|
outputfileCorrelationMatrix | filename | correlation matrix |
inputfileCovarianceMatrix | filename | covariance matrix |