MCONVERT

MCONVERT
    [[MATRIX=]
     [IN({‘*’|'FILE'})]
     [OUT({‘*’|'FILE'})]]
    [/{REPLACE,APPEND}].

The MCONVERT command converts matrix data from a correlation matrix and a vector of standard deviations into a covariance matrix, or vice versa.

By default, MCONVERT both reads and writes the active file. Use the MATRIX subcommand to specify other files. To read a matrix file, specify its name inside parentheses following IN. To write a matrix file, specify its name inside parentheses following OUT. Use * to explicitly specify the active file for input or output.

When MCONVERT reads the input, by default it substitutes a correlation matrix and a vector of standard deviations each time it encounters a covariance matrix, and vice versa. Specify /APPEND to instead have MCONVERT add the other form of data without removing the existing data. Use /REPLACE to explicitly request removing the existing data.

The MCONVERT command requires its input to be a matrix file. Use MATRIX DATA to convert text input into matrix file format.