## usage: v2r (s, d) ## ## This function converts variance-covariance(V) matrix to ## correlation matrix(R). ## ## Arguements ## V: variance-covariance matrix ## Author: MASUDA Yutaka ## Create: 12-Sep-2003 function R = V2R(V) D=diag(diag(sqrt(V))); R=inv(D)*V*inv(D); endfunction