cor2cov: Correlation Matrix to Covariance Matrix Conversion
In MBESS: The MBESS R Package
cor2cov R Documentation
Correlation Matrix to Covariance Matrix Conversion
Description
Function to convert a correlation matrix to a covariance matrix.
Usage
cor2cov(cor.mat, sd)
Arguments
cor.mat
the correlation matrix to be converted
sd
a vector that contains the standard deviations of the variables in the correlation matrix
Details
The correlation matrix to convert can be either symmetric or triangular. The covariance matrix
returned is always a symmetric matrix.
Note
The correlation matrix input should be a square matrix, and the length of sd should be equal to
the number of variables in the correlation matrix (i.e., the number of rows/columns).
Author(s)
Ken Kelley (University of Notre Dame; KKelley@ND.Edu), Keke Lai
MBESS documentation built on Aug. 8, 2025, 7:24 p.m.
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| cor2cov | R Documentation |
Correlation Matrix to Covariance Matrix Conversion
Description
Function to convert a correlation matrix to a covariance matrix.
Usage
cor2cov(cor.mat, sd)
Arguments
cor.mat |
the correlation matrix to be converted |
sd |
a vector that contains the standard deviations of the variables in the correlation matrix |
Details
The correlation matrix to convert can be either symmetric or triangular. The covariance matrix returned is always a symmetric matrix.
Note
The correlation matrix input should be a square matrix, and the length of sd should be equal to
the number of variables in the correlation matrix (i.e., the number of rows/columns).
Author(s)
Ken Kelley (University of Notre Dame; KKelley@ND.Edu), Keke Lai
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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