r sigma_x / sigma_y, the slope of X regressed on Y.
Usage
RevSlope(r, sigma_x, sigma_y)
Arguments
- r
correlation, in [-1, 1].
- sigma_x
spread of X, >= 0.
- sigma_y
spread of Y, > 0.
References
Morin, D. J. (2016). Probability: For the Enthusiastic
Beginner. Createspace. Eq (6.36).
Examples
RevSlope(0.5, 15, 15)$slope
#> [1] 0.5
