R: Convert a correlation matrix to a covariance matrix

cor2cov {BSL}

R Documentation

Convert a correlation matrix to a covariance matrix

This function converts a correlation matrix to a covariance matrix

cor2cov(corr, std)

`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.

The covariance matrix.

[Package BSL version 3.2.5 Index]