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 3.2.5 Index]