Same thing but faster
matrix cov2cor(matrix V) {
int p = rows(V);
vector[p] Is = inv_sqrt(diagonal(V));
return quad_form_diag(V, Is);
}
Same thing but faster
matrix cov2cor(matrix V) {
int p = rows(V);
vector[p] Is = inv_sqrt(diagonal(V));
return quad_form_diag(V, Is);
}