cor2cov {BSL}

R Documentation

Convert a correlation matrix to a covariance matrix

Description

This function converts a correlation matrix to a covariance matrix

Usage

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.

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