[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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