bayesm (version 3.1-6)

nmat: 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)

Value

\(k*k x 1\) vector with correlation matrix

Arguments

vec

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

Author

Peter Rossi, Anderson School, UCLA, .

Warning

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

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).

Examples

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