lower.tri.to.corr.mat: Converts a vector of correlations to a full correlation...

In BinNor: Simultaneous Generation of Multivariate Binary and Normal Variates

Description

This function creates full correlation matrix from the vector containing elements below the diagonal.

Usage

lower.tri.to.corr.mat(corr.vec = NULL, d)

Arguments

corr.vec	A vector of elements below diagonal of correlation matrix. The elements must be ordered starting from first element below diagonal of the first column, then second element below diagonal of the first column and so on.
d	Number of column in final correlation matrix.

Value

corr.mat

Full correlation matrix

See Also

lower.tri

Examples

corr.vec=c(0.16,0.04,0.38,0.14,0.47,0.68)
lower.tri.to.corr.mat(corr.vec,4)

BinNor documentation built on March 6, 2021, 1:08 a.m.