cor2cov: Turn correlation matrix and standard deviations back to...
In dlill/conveniencefunctions: Convenience Functions
cor2cov R Documentation
Turn correlation matrix and standard deviations back to covariance matrix
Description
Turn correlation matrix and standard deviations back to covariance matrix
Usage
cor2cov(mycor, mysd = rep(1, dim(mycor)[1]))
Arguments
mycor
correlation matrix
mysd
standard deviations
Value
covariance matrix
Author(s)
Daniel Lill (daniel.lill@physik.uni-freiburg.de)
Examples
mycor <- matrix(c(1,0.8,0.8,1),2)
mysd <- c(sqrt(2),1)
cor2cov(mycor,mysd)
dlill/conveniencefunctions documentation built on Sept. 30, 2022, 4:40 a.m.
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| cor2cov | R Documentation |
Turn correlation matrix and standard deviations back to covariance matrix
Description
Turn correlation matrix and standard deviations back to covariance matrix
Usage
cor2cov(mycor, mysd = rep(1, dim(mycor)[1]))
Arguments
mycor |
correlation matrix |
mysd |
standard deviations |
Value
covariance matrix
Author(s)
Daniel Lill (daniel.lill@physik.uni-freiburg.de)
Examples
mycor <- matrix(c(1,0.8,0.8,1),2) mysd <- c(sqrt(2),1) cor2cov(mycor,mysd)
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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