diff --git a/src/Statistics.jl b/src/Statistics.jl index 588d03c8..0dd8dc62 100644 --- a/src/Statistics.jl +++ b/src/Statistics.jl @@ -662,6 +662,7 @@ function cov2cor!(C::AbstractMatrix, xsd::AbstractArray, ysd::AbstractArray) end return C end +cov2cor!(C::AbstractMatrix{T}, xsd::AbstractArray=[sqrt(C[i,i]) for i in 1:size(C, 1)]) # corzm (non-exported, with centered data)