comet_maths.linear_algebra.matrix_conversion.correlation_from_covariance

comet_maths.linear_algebra.matrix_conversion.correlation_from_covariance#

comet_maths.linear_algebra.matrix_conversion.correlation_from_covariance(covariance: ndarray) ndarray[source]#

Convert covariance matrix to correlation matrix

Parameters:

covariance – Covariance matrix

Returns:

Correlation matrix