updateKOV {TapeR}

update variance-covariance matrix

Description

Internal function not usually called by users

Usage

updateKOV(var, kov)

Arguments

var

vector of new variances

kov

variance-covariance matrix to be updated

Details

Firstly, kov is transformed to a correlation matrix. Secondly, this correlation matrix is backtransformed to a variance-covariance matrix using the new variances.

Value

updated variance-covariance matrix

Author(s)

Christian Vonderach