factor_analyzer.factor_analyzer_utils.covariance_to_correlation
factor_analyzer.factor_analyzer_utils.covariance_to_correlation(m)Compute cross-correlations from the given covariance matrix.
This is a port of R cov2cor() function.
Parameters
| Name | Type | Description | Default |
|---|---|---|---|
| m | array - like |
The covariance matrix. | required |
Returns
| Name | Type | Description |
|---|---|---|
| retval | numpy.ndarray | The cross-correlation matrix. |
Raises
| Name | Type | Description |
|---|---|---|
| ValueError | If the input matrix is not square. |