Can I use a correlation matrix and variances to find the covariance matrix?
70571
Obtaining covariance matrix from correlation matrix
32323
Generate random data based on correlation matrix for multiple timesteps
158072
Variance of Gaussian linear combination
154667
Singular values of the data matrix and eigenvalues of the covariance matrix
41079
Analogy of Pearson correlation for 3 variables
104847
Minimum covariance of 2 random variables given the covariance of each with a third random variable
145177
Averaging correlation values
61256
How to generate correlated random numbers (given means, variances and degree of correlation)?
97758
Is using correlation matrix to select predictors for regression correct?
24814
Is PCA still done via the eigendecomposition of the covariance matrix when dimensionality is larger than the number of observations?
64802
How to draw confidence ellipse from a covariance matrix?
141134
How to calculate weighted covariance?
156981
Generating data with a given sample covariance matrix
109090
Inverting non positive definite covariance matrix
35178
Covariance of order statistics (uniform case)
28567
Hat matrix with simple linear regression
6319
Finding an orthonormal basis for a matrix