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]