\Omega \times \mbox{diag}(\sigma),\]</span> so that each entry is just a deviation-scaled correlation, <span class="math display">\[\Sigma_{m,n} = \sigma_m \times \sigma_n \times \Omega_{m,n}.\]</span><a href="covariance-matrices-1.html#fnref16" class="footnote-back">↩</a></p></li>
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