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.

NameTypeAnnotation
outputfileCorrelationMatrix
filenamecorrelation matrix
inputfileCovarianceMatrix
filenamecovariance matrix
This program is parallelized.