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Re: How to calculate cavriance from correlation matrix

To: Ahmet Turhan <att3380@garnet.acns.fsu.edu>, Ahmet Turhan <att3380@garnet.acns.fsu.edu>
Subject: Re: How to calculate cavriance from correlation matrix
From: John Fox <jfox@mcmaster.ca>
Date: Mon, 25 Feb 2002 14:21:43 -0500
Cc: s-news@lists.biostat.wustl.edu
In-reply-to: <Pine.A41.4.05.10202251155030.90654-100000@garnet.acns.fsu. edu>
References: <2666.200.31.139.92.1014503292.squirrel@reduc.uc.edu.ve>
At 11:57 AM 2/25/2002 -0500, Ahmet Turhan wrote:

Dear Friends,

How can we extract covariance matrix from correlation matrix in S-plus?
Thank you any help.


Dear Ahmet,

If R is the correlation matrix and s the vector of standard deviations, then outer(s, s)*R will give you the covariance matrix.

John




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