comet_maths.linear_algebra.matrix_conversion.convert_cov_to_corr

comet_maths.linear_algebra.matrix_conversion.convert_cov_to_corr#

comet_maths.linear_algebra.matrix_conversion.convert_cov_to_corr(cov: ndarray, u: ndarray) ndarray[source]#

Convert covariance matrix to correlation matrix

Parameters:
  • corr – covariance matrix

  • u – uncertainties

Returns:

correlation matrix