%% Convert Covariance to Standard Deviations and Correlation Coefficients
% This example shows how to convert a covariance matrix to standard deviations and correlation coefficients.

ExpCovariance = [0.25 -0.5
                -0.5   4.0];

[ExpSigma, ExpCorrC] = cov2corr(ExpCovariance)

% Copyright 2015 The MathWorks, Inc.