Serguei Kaniovski wrote: > Hello > > I can construct a correlation matrix from an (ordered) vector of > correlation coefficients as follows: > > x <- c(0.1,0.2,0.3,0.4,0.5) > n <- length(x) > cmat <- diag(rep(0.5,n)) > cmat[lower.tri(cmat,diag=0)] <- x > cmat <- cmat+t(cmat) > > But how to do the reverse operation, i.e. produce x from cmat?
This comes close: cmat[lower.tri(cmat)] It produces a vector of length 10 because x was recycled in your line 4. Duncan Murdoch ______________________________________________ [email protected] 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.
