cor2cov: Get covariance matrix from correlation matrix and standard...
In hlplab/MVBeliefUpdatr: Fitting, Summarizing, and Visualizing of Multivariate Gaussian Ideal Observers and Adaptors
cor2cov R Documentation
Get covariance matrix from correlation matrix and standard deviations
Description
Get covariance matrix from correlation matrix and vector of standard deviations. Based on code recommended
by Ben Bolder for efficiency.
Usage
cor2cov(omega, tau)
Arguments
omega
A correlation matrix.
tau
A vector of standard deviations.
Value
A square matrix.
References
https://stats.stackexchange.com/questions/62850/obtaining-covariance-matrix-from-correlation-matrix
See Also
cov2cor, cov2tau
hlplab/MVBeliefUpdatr documentation built on March 29, 2025, 10:42 p.m.
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| cor2cov | R Documentation |
Get covariance matrix from correlation matrix and standard deviations
Description
Get covariance matrix from correlation matrix and vector of standard deviations. Based on code recommended by Ben Bolder for efficiency.
Usage
cor2cov(omega, tau)
Arguments
omega |
A correlation matrix. |
tau |
A vector of standard deviations. |
Value
A square matrix.
References
https://stats.stackexchange.com/questions/62850/obtaining-covariance-matrix-from-correlation-matrix
See Also
cov2cor, cov2tau
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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