R/nmat.R

In bayesm: Bayesian Inference for Marketing/Micro-Econometrics

Defines functions nmat

Documented in nmat

nmat=function(vec) 
{
#
#    function to take var-cov matrix in vector form and create correlation matrix 
#       and store in vector form
#
p=as.integer(sqrt(length(vec)))
sigma=matrix(vec,ncol=p)
nsig=1/sqrt(diag(sigma))
return(as.vector(nsig*(t(nsig*sigma))))
}

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