Convert from var-cov matrix to correlation matrix

[CerulloE]

Hi,

Is there a function in Stan to convert a variance-covariance matrix to a correlation matrix?

Thanks

[spinkney]

Averaging generated covariance matrices

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); }