R/cor2cov.R

In daniel-gerhard/medrc: Mixed effect dose-response curves

## taken from package MBESS
cor2cov <- function (cor.mat, sd, discrepancy = 1e-05){
  if (dim(cor.mat)[1] != dim(cor.mat)[2]) 
    stop("'cor.mat' should be a square matrix")
  n <- sqrt(length(cor.mat))
  if (n != length(sd)) 
    stop("The length of 'sd' should be the same as the number of rows of 'cor.mat'")
  if (length(sd[sd > 0]) != n) 
    stop("The elements in 'sd' shuold all be positive")
  for (j in 1:n) {
    for (i in 1:n) {
      if (i == j) {
        if (abs(cor.mat[i, j] - 1) > discrepancy) 
          stop("The elements on the main diagonal of 'cor.mat' shuold be in the specified neiboughood of 1")
      }
      if (cor.mat[i, j] != cor.mat[j, i]) {
        if (cor.mat[i, j] != 0 & cor.mat[j, i] != 0) 
          stop("'cor.mat' should be either symmetric or triangular")
        if (cor.mat[i, j] != 0 & cor.mat[j, i] == 0) 
          cor.mat[j, i] <- cor.mat[i, j]
        if (cor.mat[j, i] != 0 & cor.mat[i, j] == 0) 
          cor.mat[i, j] <- cor.mat[j, i]
      }
    }
  }
  cov.mat <- diag(sd) %*% cor.mat %*% diag(sd)
  colnames(cov.mat) <- rownames(cov.mat) <- colnames(cor.mat)
  return(cov.mat)
}