The function is "remix" of native matlab cov2corr() function, which produces correlation matrix with elements on its main diagonal slightly greater or less then 1. So it can't be used in various further computations, for example in squareform() function.
The problem can be resolved simply by setting all the diagonal elements to 1 (freaky way) or by using variance instead of std while computing correlation matrix (covariance(x,y)/sqrt(var(x)*var(y)) instead of covariance(x,y)/(std(x)*std(y))).
引用格式
Denis (2024). Convert covariance matrix to correlation matrix (https://www.mathworks.com/matlabcentral/fileexchange/20630-convert-covariance-matrix-to-correlation-matrix), MATLAB Central File Exchange. 检索来源 .
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- Signal Processing > Signal Processing Toolbox > Transforms, Correlation, and Modeling > Correlation and Convolution >
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