%% Convert Standard Deviation and Correlation to Covariance
% This example shows how to convert standard deviation and correlation to covariance.

ExpSigma = [0.5  2.0];

ExpCorrC = [1.0 -0.5
           -0.5  1.0];

ExpCovariance = corr2cov(ExpSigma, ExpCorrC)

% Copyright 2015 The MathWorks, Inc.