Covariance matrix

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Description

This function takes a vector of standard deviations and a correlation matrix as input and computes the covariance matrix.

Usage

1
sdcor2cov(stddev, corr)

Arguments

stddev

a vector of standard deviations.

corr

a correlation matrix.

Value

The function returns the covariance matrix corresponding to the input information.

Examples

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2
data(sur)
sdcor2cov(sur$stddev, sur$corr)