[R] Cor2Cov error

arun smartpink111 at yahoo.com
Sun Apr 28 21:41:27 CEST 2013



HI,
library(MBESS)
Cor.mat <- matrix(c(1,0.5,0.5,1),nrow=2) 

 Sd<- c(0.07,0.05)
 Covmat<-cor2cov(Cor.mat,Sd)
 Covmat
#        [,1]    [,2]
#[1,] 0.00490 0.00175
#[2,] 0.00175 0.00250
cov2cor(Covmat)
#     [,1] [,2]
#[1,]  1.0  0.5
#[2,]  0.5  1.0

Cor.mat2<-matrix(c(1,0.2,0.8,0.2,1,0.6,0.8,0.6,1),nrow=3)
 Sd2<- c(0.7,0.5,0.3)
 Covmat2<- cor2cov(Cor.mat2,Sd2)
 Covmat2
 #    [,1] [,2]  [,3]
#[1,] 0.490 0.07 0.168
#[2,] 0.070 0.25 0.090
#[3,] 0.168 0.09 0.090
 cov2cor(Covmat2)
#     [,1] [,2] [,3]
#[1,]  1.0  0.2  0.8
#[2,]  0.2  1.0  0.6
#[3,]  0.8  0.6  1.0
 identical(Cor.mat2,cov2cor(Covmat2))
#[1] TRUE
A.K.





>Hello, 
>I am totally new to R. 
>I am trying to convert a corr. matrix to a covar. one but keep getting the same error. 
>> Cor.mat <- matrix(c(1,0.5,0.5,1),nrow=2) 
>> Sd <- matrix(c(0.07,0.05),nrow=1,ncol=2) 
>> cor2cov(Cor.mat,Sd) 
>Error in diag(sd) %*% cor.mat : non-conformable arguments 
>
>I´ve tried all possible combinations for st.dev vector Sd (nrow=1,ncol=2;nrow=2,ncol=1) but to no avail. 
>Your help will be very appreciated. 
>
>Regards, 
>Artur



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