pyacs.lib.glinalg.corr_to_cov

Convert correlation matrix and standard deviations to covariance matrix.

pyacs.lib.glinalg.corr_to_cov.corr_to_cov(corr, sigma_m)

Convert correlation matrix and standard deviations to covariance matrix.

Parameters:

• corr (numpy.ndarray) – Correlation matrix.

• sigma_m (array_like) – Vector of standard deviations (sqrt of diagonal of covariance).

Returns:

Covariance matrix.

Return type:

numpy.ndarray