cor2cov: Correlation Matrix to Covariance Matrix convert a correlation...
In jlivsey/livsey: Helper R functions
cor2cov R Documentation
Correlation Matrix to Covariance Matrix
convert a correlation matrix and variance vector into the corresponding
covariance matrix. A warning is given if the covariance matrix is not
positive definite.
Description
Correlation Matrix to Covariance Matrix
convert a correlation matrix and variance vector into the corresponding
covariance matrix. A warning is given if the covariance matrix is not
positive definite.
Usage
cor2cov(corMat, varVec)
Arguments
corMat
is a square matrix with 1's on the diagonal
varVec
is a valid variance vector, with length
Value
Covariance matrix
jlivsey/livsey documentation built on Oct. 17, 2024, 3:18 a.m.
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| cor2cov | R Documentation |
Correlation Matrix to Covariance Matrix convert a correlation matrix and variance vector into the corresponding covariance matrix. A warning is given if the covariance matrix is not positive definite.
Description
Correlation Matrix to Covariance Matrix convert a correlation matrix and variance vector into the corresponding covariance matrix. A warning is given if the covariance matrix is not positive definite.
Usage
cor2cov(corMat, varVec)
Arguments
corMat |
is a square matrix with 1's on the diagonal |
varVec |
is a valid variance vector, with length |
Value
Covariance matrix
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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