function corM = corr(covM)
%  function corM = corr(covM)
%
%  covM:  covariance matrix (input)
%  corM:  corMelation matrix  (output)
%  6 September 1998

[nvar,jnk]=size(covM);
if nvar~=jnk
	error('The input matrix must be square!!')
end
corM=zeros(nvar);
for i=1:nvar
   for j=1:nvar
     corM(i,j)=covM(i,j) / sqrt( covM(i,i) * covM(j,j));
   end
end