get_covmat(cormat, var)
cormat | A symmetric matrix with desired correlations. |
---|---|
var | A numeric vector with variances. It must have length equal to the
number of elements in the diagonal of |
A (co)variance matrix
Tiago Olivoto tiagoolivoto@gmail.com
# \donttest{ cormat <- matrix(c(1, 0.9, -0.4, 0.9, 1, 0.6, -0.4, 0.6, 1), nrow = 3, ncol = 3) get_covmat(cormat, var = c(16, 25, 9))#> V1 V2 V3 #> V1 16.0 18 -4.8 #> V2 18.0 25 9.0 #> V3 -4.8 9 9.0# }