cor2cov: Covariance matrix from a correlation matrix.

Description Usage Arguments Value See Also Examples

Description

Build a covariance matrix from a correlation matrix and variables standard deviations.

Usage

1
cor2cov(cormat, sds)

Arguments

cormat

Correlation matrix to be transformed.

sds

Vector of standard deviations.

Value

Covariance matrix.

See Also

cov2cor, mirror.tri

Examples

1
2
3
4
5
6
covmat <- ability.cov$cov
sds <- sqrt(diag(covmat))
cormat <- cov2cor(covmat)

covmat.trans <- cor2cov(cormat, sds)
round(covmat - covmat.trans, 10)

stremo documentation built on Jan. 15, 2017, 7:33 p.m.