varcov {spup}

Calculate variance covariance matrix

Description

Calculate variance covariance matrix

Usage

varcov(sd_vector, cormat)

Arguments

sd_vector

vector of standard deviations.

cormat

correlation matrix.

Value

Variance-covariance matrix.

Author(s)

Kasia Sawicka

Examples

vc <- varcov(c(1,2,3), matrix(c(1,0.7,0.2,0.7,1,0.5,0.2,0.5,1), nrow = 3, ncol = 3))
vc