Serguei Kaniovski <kaniovsk <at> wifo.ac.at> writes: > > I've a vector of pairwise correlations in the order low-index element > precedes the high-index element, say: > > corr(1,2)=0.1, corr(1,3)=0.2, corr(2,3)=0.3, corr(3,4)=0.4 > > How can I construct the corresponding correlation matrix?
Not absolutely sure what you want to do, but guessing a little bit (should your list above include corr(1,4) and corr(2,4) as well?) If you have corrs <- c(c12=0.1,c13=0.2,c14=0.3,c23=0.4,c24=0.5,c34=0.6) ## names unnecessary but included for clarity m = diag(4) ## 4x4 diagonal matrix m[lower.tri(m)] = corrs ## fill in lower triangle ## two ways to make it symmetric: m = t(m) ## flip around matrix m[lower.tri(m)] = corrs ## fill in lower triangle ## OR m[row(m)>col(m)] = t(m)[row(m)<col(m)] don't know which is more efficient, but either should work --- if that's what you were trying for Ben Bolker ______________________________________________ [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
