cor2cov: Convert a correlation matrix and standard deviations into a...

View source: R/cor2cov.R

cor2covR Documentation

Convert a correlation matrix and standard deviations into a covariance matrix.

Description

Convert a correlation matrix and standard deviations into a covariance matrix.

Usage

cor2cov(rho, sigma)

Arguments

rho

matrix, the underlying correlation matrix.

sigma

numeric, vector of standard deviations.

Details

Copied implementation from psych::cor2cov, adapted to work with length(sigma)==1

Value

The corresponding covariance matrix.


maxwestphal/SIMPle documentation built on April 11, 2024, 4:07 p.m.