nmat {bayesm}R Documentation

Convert Covariance Matrix to a Correlation Matrix

Description

nmat converts a covariance matrix (stored as a vector, col by col) to a correlation matrix (also stored as a vector).

Usage

nmat(vec)

Arguments

vec k x k Cov matrix stored as a k*k x 1 vector (col by col)

Details

This routine is often used with apply to convert an R x (k*k) array of covariance MCMC draws to correlations. As in corrdraws=apply(vardraws,1,nmat)

Value

k*k x 1 vector with correlation matrix

Warning

This routine is a utility routine that does not check the input arguments for proper dimensions and type.

Author(s)

Peter Rossi, Graduate School of Business, University of Chicago, Peter.Rossi@ChicagoGsb.edu.

Examples

##
set.seed(66)
X=matrix(rnorm(200,4),ncol=2)
Varmat=var(X)
nmat(as.vector(Varmat))

[Package bayesm version 2.0-8 Index]