nmat {bayesm}R Documentation

Convert Covariance Matrix to a Correlation Matrix

Description

nmat converts a covariance matrix (stored as a vector, col by col) to a correlation matrix (also stored as a vector).

Usage

nmat(vec)

Arguments

vec

k x k Cov matrix stored as a k*k x 1 vector (col by col)

Details

This routine is often used with apply to convert an R x (k*k) array of covariance MCMC draws to correlations. As in corrdraws = apply(vardraws, 1, nmat).

Value

k*k x 1 vector with correlation matrix

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Anderson School, UCLA, perossichi@gmail.com.

Examples

set.seed(66)
X = matrix(rnorm(200,4), ncol=2)
Varmat = var(X)
nmat(as.vector(Varmat))

[Package bayesm version 3.1-4 Index]