MATRIX DATA VARIABLES=ROWTYPE_ SAVINGS POP15 POP75 INCOME GROWTH
/FORMAT=FULL.
BEGIN DATA
COV 20.0740459 -18.678638 1.8304990 978.181242 3.9190106
COV -18.678638 83.7541100 -10.731666 -6856.9888 -1.2561071
COV 1.8304990 -10.731666 1.6660908 1006.52742 .0937992
COV 978.181242 -6856.9888 1006.52742 981785.907 -368.18652
COV 3.9190106 -1.2561071 .0937992 -368.18652 8.2361574
END DATA.
MCONVERT.
-
MATRIX DATA defines the variables in the file and creates a active dataset of
matrix materials. The values for the variable ROWTYPE_ are COV,
indicating that the matrix contains covariance coefficients. The FORMAT subcommand indicates that data are
in full square format.
-
MCONVERT converts
the covariance matrix to a correlation matrix plus a vector of standard
deviations. By default, the converted matrix is written to the active
dataset.