Description Usage Arguments Details Value Author(s) References See Also Examples

`r2cov`

converts correlation matrix and
sample/unbiased standard deviation into sample/unbiased
covariance matrix.

1 |

`sd` |
a numeric vector contains the sample/unbiased standard deviations |

`R` |
a matrix or data frame contains the correlation matrix |

This function converts correlation matrix and
sample/unbiased standard deviation into sample/unbiased
covariance matrix using the following equation: *S = D^{1/2} R
D^{1/2}*, where *S* is a sample/unbiased covariance matrix,
*R* is a correlation matrix, and *D^{1/2}* is a square
matrix with `sd`

on the main diagonal and 0's elsewhere.
The length of `sd`

should be equal to the number of rows
and columns in `R`

.

Return a matrix containing the sample/unbiased covariance matrix.

Yasuyuki Okumura

Department of Social Psychiatry,

National Institute of Mental Health,

National Center of Neurology and Psychiatry

yokumura@blue.zero.jp

Toyoda H (1998) Introduction to structural equation modeling (in Japanese) Tokyo: Asakura Publishing.

`svar`

, `ssd`

,
`svar`

, `ssd2sd`

,
`lower2R`

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