cor2cov: Convert a symmetric correlation matrix to a covariance matrix...

View source: R/mvdistributions.R

cor2covR Documentation

Convert a symmetric correlation matrix to a covariance matrix given the standard deviation

Description

Convert a symmetric correlation matrix to a covariance matrix given the standard deviation

Usage

cor2cov(cor, sds)

Arguments

cor

a symmetric correlation matrix

sds

standard deviations of the resulting covariance.

Value

Covariance matrix of sample dimension as cor


zdk123/SpiecEasi documentation built on Oct. 20, 2023, 6:49 a.m.