nmat {bayesm} | R Documentation

## Convert Covariance Matrix to a Correlation Matrix

### Description

`nmat` converts a covariance matrix (stored as a vector, col by col) to a correlation matrix (also stored as a vector).

### Usage

    nmat(vec)

### Arguments

`vec` | k x k Cov matrix stored as a k*k x 1 vector (col by col)

### Details

This routine is often used with apply to convert an R x (k*k) array of covariance MCMC draws to correlations. As in `corrdraws=apply(vardraws,1,nmat)`

### Value

k*k x 1 vector with correlation matrix

### Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

### Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

### Examples

    ##
    set.seed(66)
    X=matrix(rnorm(200,4),ncol=2)
    Varmat=var(X)
    nmat(as.vector(Varmat))

[Package bayesm version 2.0-8 Index]