stats.py 文件源码

def cor2cov(cor, var=None, sd=None, copy=True):
    sd = np.sqrt(var) if var is not None else sd
    if isinstance(cor, (DiagonalArray, SubdiagonalArray)):
        cor = cor.tonumpyarray()
    cor = npu.tondim2(cor, copy=copy)
    dim = len(var)
    assert dim == np.shape(cor)[0] and dim == np.shape(cor)[1]
    np.fill_diagonal(cor, 1.)
    cor = (sd.T * (sd * cor).T).T
    npu.lowertosymmetric(cor, copy=False)
    return cor