# NTCOV2COR

Converts covariance matrix to standard deviation vector and correlation matrix

## Syntax

NTCOV2COR(

• Covariance matrix,
• Calc stdev vector

)

#### Parameters

• Covariance matrix is a covariance matrix.
• Calc stdev vector is a logical value that determines standard deviations of each variables are computed or not.

## Example

• The example may be easier to understand if you copy it to a blank worksheet

How to copy an example

1. Create a blank workbook or worksheet.
2. Select the example in the Help topic.

Note  Do not select the row or column headers.

Selecting an example from Help

3. Press CTRL+C.
4. In the worksheet, select cell A1, and press CTRL+V.
5. To switch between viewing the results and viewing the formulas that return the results, press CTRL+` (grave accent), or on the Tools menu, point to Formula Auditing, and then click Formula Auditing Mode.

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A B C D
Data Data Data Description
0.9 2.1 -0.65 cov. matrix
2.1 0.59 1.2 cov. matrix
-0.65 1.2 1.1 cov. matrix
Formula     Description (Result)
=NTCOV2COR(A2:C4,FALSE)     Correlation matrix for the terms above (3 x 3 array)

Note The formula in the example must be entered as an array formula. After copying the example to a blank worksheet, select the range A6:C8 starting with the formula cell. Press F2, and then press CTRL+SHIFT+ENTER.

• Example2. standard deviation vector and correlation matrix

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A B C D
Data Data Data Description
0.9 2.1 -0.65 cov. matrix
2.1 0.59 1.2 cov. matrix
-0.65 1.2 1.1 cov. matrix
Formula     Description (Result)
=NTCOV2COR(A2:C4,TRUE)     Standard deviation vector (A6:C6) and correlation matrix (A7:C9) for the terms above

Note The formula in the example must be entered as an array formula. After copying the example to a blank worksheet, select the range A6:C9 starting with the formula cell. Press F2, and then press CTRL+SHIFT+ENTER.