cor2cov: Convert a correlation matrix to a covariance matrix
In BSL: Bayesian Synthetic Likelihood

cor2cov

R Documentation

Convert a correlation matrix to a covariance matrix

This function converts a correlation matrix to a covariance matrix

cor2cov(corr, std)

`corr`	The correlation matrix to be converted. This must be symmetric.
`std`	A vector that contains the standard deviations of the variables in the correlation matrix.

The covariance matrix.

BSL documentation built on Nov. 3, 2022, 9:06 a.m.

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