cor_to_cov | R Documentation |
Convert a correlation to covariance
cor_to_cov(cor, sd = NULL, variance = NULL, tol = .Machine$double.eps^(2/3))
cor |
A correlation matrix, or a partial or a semipartial correlation matrix. |
sd , variance |
A vector that contains the standard deviations, or the variance, of the variables in the correlation matrix. |
tol |
Relative tolerance to detect zero singular values. |
A covariance matrix.
cor <- cor(iris[1:4])
cov(iris[1:4])
cor_to_cov(cor, sd = sapply(iris[1:4], sd))
cor_to_cov(cor, variance = sapply(iris[1:4], var))
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