{"action":"created","issue":{"url":"https://api.github.com/repos/JuliaLang/julia/issues/4113","repository_url":"https://api.github.com/repos/JuliaLang/julia","labels_url":"https://api.github.com/repos/JuliaLang/julia/issues/4113/labels{/name}","comments_url":"https://api.github.com/repos/JuliaLang/julia/issues/4113/comments","events_url":"https://api.github.com/repos/JuliaLang/julia/issues/4113/events","html_url":"https://github.com/JuliaLang/julia/issues/4113","id":18294586,"number":4113,"title":"Add corrcov, cov2cor function","user":{"login":"Staross","id":2781392,"avatar_url":"https://avatars.githubusercontent.com/u/2781392?v=3","gravatar_id":"","url":"https://api.github.com/users/Staross","html_url":"https://github.com/Staross","followers_url":"https://api.github.com/users/Staross/followers","following_url":"https://api.github.com/users/Staross/following{/other_user}","gists_url":"https://api.github.com/users/Staross/gists{/gist_id}","starred_url":"https://api.github.com/users/Staross/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/Staross/subscriptions","organizations_url":"https://api.github.com/users/Staross/orgs","repos_url":"https://api.github.com/users/Staross/repos","events_url":"https://api.github.com/users/Staross/events{/privacy}","received_events_url":"https://api.github.com/users/Staross/received_events","type":"User","site_admin":false},"labels":[],"state":"closed","locked":false,"assignee":null,"assignees":[],"milestone":null,"comments":9,"created_at":"2013-08-20T13:05:43Z","updated_at":"2016-08-20T09:16:50Z","closed_at":"2014-08-21T14:18:53Z","body":"That's pretty much unimportant but in R or matlab you've got a function to convert covariance matrix into correlation matrix (basically dividing lines and columns by the standard deviation). In some application you end up doing it quite often, so a function for it is rather useful. Something like that:\r\n\r\n    function cov2cor(C::AbstractMatrix)\r\n        #should check if C is positive semidefinite\r\n    \r\n        sigma = sqrt(diag(C))\r\n        return C ./ (sigma*sigma')\r\n    end\r\n\r\nhttp://www.space.irfu.se/data/caa/matlab/matl7/toolbox/stats/corrcov.m\r\nhttp://rfunction.com/archives/851"},"comment":{"url":"https://api.github.com/repos/JuliaLang/julia/issues/comments/241189020","html_url":"https://github.com/JuliaLang/julia/issues/4113#issuecomment-241189020","issue_url":"https://api.github.com/repos/JuliaLang/julia/issues/4113","id":241189020,"user":{"login":"timholy","id":1525481,"avatar_url":"https://avatars.githubusercontent.com/u/1525481?v=3","gravatar_id":"","url":"https://api.github.com/users/timholy","html_url":"https://github.com/timholy","followers_url":"https://api.github.com/users/timholy/followers","following_url":"https://api.github.com/users/timholy/following{/other_user}","gists_url":"https://api.github.com/users/timholy/gists{/gist_id}","starred_url":"https://api.github.com/users/timholy/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/timholy/subscriptions","organizations_url":"https://api.github.com/users/timholy/orgs","repos_url":"https://api.github.com/users/timholy/repos","events_url":"https://api.github.com/users/timholy/events{/privacy}","received_events_url":"https://api.github.com/users/timholy/received_events","type":"User","site_admin":false},"created_at":"2016-08-20T09:16:50Z","updated_at":"2016-08-20T09:16:50Z","body":"@tpapp, will you initiate the migration? That seems like the easiest way to resolve this."}}
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