to_covmatrix: Convert a Correlation Matrix to Covariance Matrix
In Boklauth/AUTTT: A Unified Treatment in Test Theory
to_covmatrix R Documentation
Convert a Correlation Matrix to Covariance Matrix
Description
Given a correlation matrix and correct number of standard deviations, tocovmatrix() converts the correlation matrix
to a covariance matrix. If you only have a vector correlation, you can convert it to a correlation matrix first, using
the function to_cormatrix().
Usage
to_covmatrix(cor_matrix, sd_vec)
Arguments
cor_matrix
A a symmetric correlation matrix.
sd_vec
A vector of the variables' standard deviations.
Examples
mycormat <- to_cormatrix(cor_vec = c(0.3, 0.5, 0.6), n_dim=3)
to_covmatrix(mycormat, sd_vec = c(0.95, 0.98, 1.1))
Boklauth/AUTTT documentation built on Dec. 9, 2022, 7:37 a.m.
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| to_covmatrix | R Documentation |
Convert a Correlation Matrix to Covariance Matrix
Description
Given a correlation matrix and correct number of standard deviations, tocovmatrix() converts the correlation matrix to a covariance matrix. If you only have a vector correlation, you can convert it to a correlation matrix first, using the function to_cormatrix().
Usage
to_covmatrix(cor_matrix, sd_vec)
Arguments
cor_matrix |
A a symmetric correlation matrix. |
sd_vec |
A vector of the variables' standard deviations. |
Examples
mycormat <- to_cormatrix(cor_vec = c(0.3, 0.5, 0.6), n_dim=3) to_covmatrix(mycormat, sd_vec = c(0.95, 0.98, 1.1))
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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