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Calculate variance covariance matrix
varcov(sd_vector, cormat)
Variance-covariance matrix.
vector of standard deviations.
correlation matrix.
Kasia Sawicka
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
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