cor2cov: Convert from Correlation Matrix to Covariance Matrix
In colorednoise: Simulate Temporally Autocorrelated Populations
cor2cov R Documentation
Convert from Correlation Matrix to Covariance Matrix
Description
Convert a correlation matrix to a covariance matrix.
Usage
cor2cov(sigma, corrMatrix)
Arguments
sigma
A vector of standard deviations for the variables you're describing. Length must be the same as the number of rows/columns of CorrMatrix.
corrMatrix
A valid correlation matrix.
Value
A covariance matrix with the same dimensions as corrMatrix.
Examples
corr <- matrix(c(1, 0.53, 0.73, 0.53, 1, 0.44, 0.73, 0.44, 1), nrow = 3)
sigmas <- c(2, 0.3, 1.2)
covar <- cor2cov(sigmas, corr)
cov2cor(covar)
colorednoise documentation built on May 29, 2024, 9:21 a.m.
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| cor2cov | R Documentation |
Convert from Correlation Matrix to Covariance Matrix
Description
Convert a correlation matrix to a covariance matrix.
Usage
cor2cov(sigma, corrMatrix)
Arguments
sigma |
A vector of standard deviations for the variables you're describing. Length must be the same as the number of rows/columns of CorrMatrix. |
corrMatrix |
A valid correlation matrix. |
Value
A covariance matrix with the same dimensions as corrMatrix.
Examples
corr <- matrix(c(1, 0.53, 0.73, 0.53, 1, 0.44, 0.73, 0.44, 1), nrow = 3)
sigmas <- c(2, 0.3, 1.2)
covar <- cor2cov(sigmas, corr)
cov2cor(covar)
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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