[amelia] Untransformed means and covariances

Hi -- I am new to this list, have tried searching for an answer on the existing posts, and don't think there is one already, but apologies if I have missed it. My primary interest is in the estimated means and covariances from the EM procedure (and bootstrapping helps as I need standard errors of means, covariances, etc). It is clear that covMatrices and mu are not on the original scale, and the JSS paper says on page 36 that "they refer to the variables after being transformed, centered and scaled". The question is therefore, How do it get them on the original scale? Is there a transformation matrix somewhere? Do I just alter the means and SDs back to the original raw values, or has there been a rotation of some sort as well? For my purposes I do need to know the values on the raw scale measures. I guess I am missing something here but am not sure what it is. Many thanks! Chris McManus University College London