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 

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 3.16 Index]