as_vcov <- function(sd, cor) {
    x <- diag(rep(1, length(sd)))
    x[upper.tri(x)] <- cor
    x <- t(x)
    x[upper.tri(x)] <- cor
    res <- diag(sd) %*% x %*% diag(sd)
    res <- as.matrix(Matrix::nearPD(res)$mat)
    assertthat::assert_that(isSymmetric(res))
    dimnames(res) <- NULL
    return(res)
}