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.
See MATRIX DATA, for details.