On 2012-10-26 08:58, David Winsemius wrote:
On Oct 26, 2012, at 6:52 AM, F_Smithers wrote:
I'm looking to create a correlation matrix, but I have already obtained the
correlations, which are stored in a vector. (Basically, I'm running a
simulation which requires a correlation matrix, but I am simulating the
various correlations.)
My aim is to create a function that can take the vector, and fit the values
into their respective locations in a correlation matrix. (The correlations
are ordered as if working along the upper triangle of the correlation matrix
row-wise.)
The initial step in the function was to create a diagonal matrix of length
n, (n being the number of factors) and then add the correlations at each
level using a for command.
mat<- matrix(1:16, 4,4)
mat[ upper.tri(mat) ]
[1] 5 9 10 13 14 15
newmat <- matrix(NA, 4,4)
newmat[ upper.tri(newmat) ] <- mat[ upper.tri(mat) ]
newmat
[,1] [,2] [,3] [,4]
[1,] NA 5 9 13
[2,] NA NA 10 14
[3,] NA NA NA 15
[4,] NA NA NA NA
newmat[ lower.tri(newmat) ] <- t(newmat[upper.tri(newmat)])
newmat
[,1] [,2] [,3] [,4]
[1,] NA 5 9 13
[2,] 5 NA 10 14
[3,] 9 13 NA 15
[4,] 10 14 15 NA
diag(newmat) <- 1
newmat
[,1] [,2] [,3] [,4]
[1,] 1 5 9 13
[2,] 5 1 10 14
[3,] 9 13 1 15
[4,] 10 14 15 1
This doesn't quite work; the resulting matrix is not symmetrical.
The culprit is the t(newmat[....]) line. I find it easiest to
start with a matrix of zeros, fill in the upper.tri part as you
have done, then just add newmat and t(newmat), then fix the diagonal.
Peter Ehlers
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
