From 3c3046215ffb81fac6817b286fc33f8bb0d25b92 Mon Sep 17 00:00:00 2001
From: Antonio Saragga <47437960+ASaragga@users.noreply.github.com>
Date: Tue, 16 Feb 2021 16:21:12 +0000
Subject: [PATCH] Allow computing the correlation matrix from the covariance
 matrix only (StatsBase.jl #652)

---
 src/Statistics.jl | 1 +
 1 file changed, 1 insertion(+)

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)