On 7/30/07, Gregory Gentlemen <[EMAIL PROTECTED]> wrote: > > > Douglas Bates <[EMAIL PROTECTED]> wrote: > On 7/27/07, Gregory Gentlemen wrote: > > Greetings, > > > I have a seemingly simple task which I have not been able to solve today. > I want to construct a symmetric matrix of arbtriray size w/o using loops. > The following I thought would do it: > > > p <- 6 > > Rmat <- diag(p) > > dat.cor <- rnorm(p*(p-1)/2) > > Rmat[outer(1:p, 1:p, "<")] <- Rmat[outer(1:p, 1:p, ">")] <- dat.cor > > > However, the problem is that the matrix is filled by column and so the > resulting matrix is not symmetric. > > Could you provide more detail on the properties of the symmetric > matrices that you would like to generate? It seems that you are > trying to generate correlation matrices. Is that the case? Do you > wish the matrices to be a random sample from a specific distribution. > If so, what distribution? > > Yes, my goal is to generate correlation matrices whose entries have been > sampled independently from a normal with a specified mean and variance.
I think that will be difficult. For one thing correlations are constrained to be in [-1,1]. Also, when you get into dimensions greater than 2 the set of allowable correlation matrices is constrained with difficult constraints. Maybe you should reconsider what you are trying to do. ______________________________________________ R-help@stat.math.ethz.ch 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.
