cor2cov: Convert a correlation matrix to a covariance matrix

Description Usage Arguments Value

View source: R/gaussianRankCorr.R

Description

This function converts a correlation matrix to a covariance matrix

Usage

1
cor2cov(corr, std)

Arguments

corr

The correlation matrix to be converted. This must be symmetric.

std

A vector that contains the standard deviations of the variables in the correlation matrix.

Value

The covariance matrix.


ziwenan/BSL documentation built on April 25, 2021, 1:11 p.m.