--- a
+++ b/tests/utils/test_linalg.py
@@ -0,0 +1,13 @@
+import unittest
+
+import numpy as np
+
+from inmoose.utils import cov2cor
+
+
+class Test(unittest.TestCase):
+    def test_cov2cor(self):
+        M = np.arange(25).reshape((5, 5))
+        cov = np.cov(M)
+        cor = np.corrcoef(M)
+        self.assertTrue(np.allclose(cov2cor(cov), cor))