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MBESS (version 4.9.41)

cor2cov: Correlation Matrix to Covariance Matrix Conversion

Description

Function to convert a correlation matrix to a covariance matrix.

Usage

cor2cov(cor.mat, sd)

Arguments

cor.mat

the correlation matrix to be converted

sd

a vector that contains the standard deviations of the variables in the correlation matrix

Author

Ken Kelley (University of Notre Dame; KKelley@ND.Edu), Keke Lai

Details

The correlation matrix to convert can be either symmetric or triangular. The covariance matrix returned is always a symmetric matrix.