cor2var {binarySimCLF} | R Documentation |
Converts a correlation matrix to a covariance matrix.
cor2var(r, mu)
r |
Correlation matrix. |
mu |
Mean vector. |
Returns a covariance matrix.
# 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))