| cor2cov {metamisc} | R Documentation |
Convert a correlation matrix into a covariance matrix
Description
Convert a correlation matrix into a covariance matrix
Usage
cor2cov(sigma, cormat)
Arguments
sigma |
vector of standard deviations. The order of standard deviations should correspond to the column order in 'cormat'. |
cormat |
a symmetric numeric correlation matrix |
Value
The covariance matrix
Author(s)
Thomas Debray <thomas.debray@gmail.com>
[Package metamisc version 0.4.0 Index]