symmze: Replace asymmetric matrix by max of abs values of [i,j] or...

In generalCorr: Generalized Correlations, Causal Paths and Portfolio Selection

Replace asymmetric matrix by max of abs values of [i,j] or [j,i] elements.

Description

It is useful in symmetrizing the gmcmtx0 matrix containing a non-symmetric generalized correlation matrix.

Usage

symmze(mtx)

Arguments

mtx	non-symmetric matrix

Value

mtx2	replace [i,j] and [j,i] by the max of absolute values with common sign

Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY.

Examples

## Not run: 
example 
mtx=matrix(1:16,nrow=4)
symmze(mtx)

## End(Not run)#' 

generalCorr documentation built on Oct. 10, 2023, 1:06 a.m.