At 16:29 30/07/2007, Gregory Gentlemen 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. Would it sufficient to use one of the results of RSiteSearch("random multivariate normal", restrict = "functions") or have I completely misunderstood what you want? (I appreciate this is not exactly what you say you want.) >Thanks for the help. > >Greg > > >--------------------------------- > > [[alternative HTML version deleted]] Michael Dewey http://www.aghmed.fsnet.co.uk ______________________________________________ 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.