sdcor2cov                package:SIN                R Documentation

_C_o_v_a_r_i_a_n_c_e _m_a_t_r_i_x

_D_e_s_c_r_i_p_t_i_o_n:

     This function takes a vector of standard deviations and a
     correlation matrix as input and computes the covariance matrix.

_U_s_a_g_e:

     sdcor2cov(stddev, corr)

_A_r_g_u_m_e_n_t_s:

  stddev: a vector of standard deviations.

    corr: a correlation matrix.

_V_a_l_u_e:

     The function returns the covariance matrix corresponding to the
     input information.

_E_x_a_m_p_l_e_s:

     data(sur)
     sdcor2cov(sur$stddev, sur$corr)

