Generate covariance matrix from correlation matrix

Question

I have a correlation matrix:

a <- matrix(c(1, .8, .8, .8, 1, .8, .8, .8, 1), 3)

##      [,1] [,2] [,3]
## [1,]  1.0  0.8  0.8
## [2,]  0.8  1.0  0.8
## [3,]          


        

Answer 1

require(MBESS)
a <- matrix(c(1,.8,.8,.8,1,.8,.8,.8,1),3)
> cor2cov(a,c(3,10,3))
    [,1] [,2] [,3]
[1,]  9.0   24  7.2
[2,] 24.0  100 24.0
[3,]  7.2   24  9.0