cor2cov: Convert a correlation matrix into a covariance matrix

View source: R/basics.r

cor2covR Documentation

Convert a correlation matrix into a covariance matrix

Description

Convert a correlation matrix into a covariance matrix

Usage

cor2cov(sigma, cormat)

Arguments

sigma

vector of standard deviations. The order of standard deviations should correspond to the column order in 'cormat'.

cormat

a symmetric numeric correlation matrix

Value

The covariance matrix

Author(s)

Thomas Debray <thomas.debray@gmail.com>


metamisc documentation built on Sept. 25, 2022, 5:05 p.m.