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simdata (version 0.4.1)

cor_to_cov: 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)

Value

Symmetric covariance matrix.

Arguments

m

Symmetric correlation matrix.

sds

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