#' convert param list to correlation matrix list
#'
#' @param param parameter list in sigex form
#'
#' @return list of NxN correlation matricies
#' @export
#'
param2cor = function(param){
J = length(param[[1]])
Sig = param[[1]] # initialize list
for(j in 1:J){
Sig[[j]] = param[[1]][[j]] %*%
diag(exp(param[[2]][[j]])) %*%
t(param[[1]][[j]])
}
R = lapply(Sig, cov2cor)
return(R)
}
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