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TapeR (version 0.5.3)

updateKOV: update variance-covariance matrix

Description

Internal function not usually called by users

Usage

updateKOV(var, kov)

Value

updated variance-covariance matrix

Arguments

var

vector of new variances

kov

variance-covariance matrix to be updated

Author

Christian Vonderach

Details

Firstly, kov is transformed to a correlation matrix. Secondly, this correlation matrix is backtransformed to a variance-covariance matrix using the new variances.