sdcor2cov {SIN} | R Documentation |
This function takes a vector of standard deviations and a correlation matrix as input and computes the covariance matrix.
sdcor2cov(stddev, corr)
stddev |
a vector of standard deviations. |
corr |
a correlation matrix. |
The function returns the covariance matrix corresponding to the input information.
data(sur) sdcor2cov(sur$stddev, sur$corr)