[Stable]

Given the variances and desired correlations, generate a covariance matrix

get_covmat(cormat, var)

Arguments

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 cormat.

Value

A (co)variance matrix

Author

Tiago Olivoto tiagoolivoto@gmail.com

Examples

# \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
# }