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bundles / scipy 1.17.1 / scipy / stats / _multivariate / random_correlation_gen / _to_corr

function

scipy.stats._multivariate:random_correlation_gen._to_corr

source: /scipy/stats/_multivariate.py :4722

Signature

def   _to_corr ( self ,  m )

Summary

Given a psd matrix m, rotate to put one's on the diagonal, turning it into a correlation matrix. This also requires the trace equal the dimensionality. Note: modifies input matrix

Aliases

  • scipy.stats._multivariate.random_correlation_gen._to_corr