cor_to_cov {simdata}R Documentation

Convert correlation matrix to covariance matrix

Description

Rescale correlation matrix by variable standard deviations to yield a covariance matrix.

Usage

cor_to_cov(m, sds = NULL)

Arguments

m

Symmetric correlation matrix.

sds

Standard deviations of the variables. Set to 1 for all varirables by default.

Value

Symmetric covariance matrix.


[Package simdata version 0.4.0 Index]