corrm | Computes correlation matrix of a moment matrix. |
corrvc | Computes correlation matrix from a variance-covariance matrix. |
corrx | Computes correlation matrix. |
-------------------------------
if you are serious with GAUSS, the way of doing this is : help file__Commands by Category__mathematical function__ statistical functions___
------
Similarly for you to find other relevant functions provided by GAUSS.
You may think this is time-consuming, Yes it is!