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.


[Package BSL version 3.2.4 Index]