cor_to_cov: Conversion of Correlation Matrix and Vector of Variances to...
In pvrqualitasag/rvcetools: Post-Processing Of Variance Components Results

Description Usage Arguments Value Examples

The same approach as in 'base::cov2cor()' is used to compute the variance-covariance matrix from a matrix of correlations and a vector of variance values.

1	cor_to_cov(pmat_cor, pvec_var)

`pmat_cor`	correlation matrix
`pvec_var`	vector of variance components

variance covariance matrix

## Taken from ?cov2cor: Correlation Matrix of Multivariate sample:
Cv <- cov(longley)
Cl <- cor(longley)
stopifnot(all.equal(cor_to_cov(Cl, diag(Cv)), Cv))