Source code for gammapy.stats.utils

# Licensed under a 3-clause BSD style license - see LICENSE.rst
"""Utility functions."""
from __future__ import absolute_import, division, print_function, unicode_literals
import numpy as np

__all__ = ['cov_to_corr']


[docs]def cov_to_corr(covariance): """ Compute correlation matrix from covariance matrix. The correlation matrix :math:`c` is related to the covariance matrix :math:`\\sigma` by: .. math:: c_{ij} = \\frac{\\sigma_{ij}}{\\sqrt{\\sigma_{ii} \sigma_{jj}}} Parameters ---------- covariance : `numpy.array` Covariance matrix. Returns ------- correlation : `numpy.array` Correlation matrix. """ diagonal = np.sqrt(covariance.diagonal()) return (covariance.T / diagonal).T / diagonal