to_corr

hd.to_corr(cov)

Convert a covariance matrix to a correlation matrix.

Parameters

covnumpy.ndarray, 2d, float

A covariance matrix.

Returns

outnumpy.ndarray, 2d

A correlation matrix

Examples

>>> cov = np.array([[2., 1.],[1., 2.]])
>>> to_corr(cov)
array([[1. , 0.5],
       [0.5, 1. ]])