cor2var {binarySimCLF}R Documentation

From Correlation To Covariance

Description

Converts a correlation matrix to a covariance matrix.

Usage

cor2var(r, mu)

Arguments

r Correlation matrix.
mu Mean vector.

Value

Returns a covariance matrix.

Examples

    # Examples
    r = toeplitz(c(1, 0.45, 0.37)); r
    mu = c(0.25, 0.32, 0.79); mu
    cor2var(r,mu)
    var2cor(cor2var(r,mu))

[Package binarySimCLF version 1.0 Index]