cor2cov: Generate a covariance matrix using a correlation matrix and...

In flexCountReg: Estimation of a Variety of Count Regression Models

Generate a covariance matrix using a correlation matrix and vector of standard deviations

Description

Generate a covariance matrix using a correlation matrix and vector of standard deviations

Usage

cor2cov(C, S)

Arguments

C	A correlation matrix.
S	A vector of standard deviations.

Value

A covariance matrix

Examples

C <- matrix(c(1,-0.3,0.7,-0.3,1,-0.2,0.7,-0.2,1), 3, 3)
S <- c(0.5, 2, 1.25)
cor2cov(C,S)

flexCountReg documentation built on Jan. 20, 2026, 1:06 a.m.