vech2Corr: Convert the vech (column of strictly lower trianglar values...
In rockchalk: Regression Estimation and Presentation
vech2Corr R Documentation
Convert the vech (column of strictly lower trianglar values from a matrix) into a correlation matrix.
Description
vech2Corr is a convenience function for creating correlation matrices
from a vector of the lower triangular values. It checks the arguments
to make sure they are consistent with the requirements of a
correlation matrix. All values must be in [-1, 1], and the number
of values specified must be correct for a lower triangle.
Usage
vech2Corr(vech)
Arguments
vech
A vector of values for the strictly lower triangle of
a matrix. All values must be in the [0,1] interval (because
they are correlations) and the matrix formed must be positive
definite.
Details
Use this in combination with the lazyCov function to
convert a vector of standard deviations and the correlation matrix
into a covariance matrix.
Value
A symmetric correlation matrix, with 1's on the diagonal.
Author(s)
Paul E. Johnson pauljohn@ku.edu
See Also
Similar functions exist in many packages, see
vec2sm in corpcor, xpnd in MCMCpack
Examples
v <- c(0.1, 0.4, -0.5)
vech2Corr(v)
v <- c(0.1, 0.4, -0.4, 0.4, 0.5, 0.1)
vech2Corr(v)
rockchalk documentation built on Aug. 6, 2022, 5:05 p.m.
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| vech2Corr | R Documentation |
Convert the vech (column of strictly lower trianglar values from a matrix) into a correlation matrix.
Description
vech2Corr is a convenience function for creating correlation matrices from a vector of the lower triangular values. It checks the arguments to make sure they are consistent with the requirements of a correlation matrix. All values must be in [-1, 1], and the number of values specified must be correct for a lower triangle.
Usage
vech2Corr(vech)
Arguments
vech |
A vector of values for the strictly lower triangle of a matrix. All values must be in the [0,1] interval (because they are correlations) and the matrix formed must be positive definite. |
Details
Use this in combination with the lazyCov function to
convert a vector of standard deviations and the correlation matrix
into a covariance matrix.
Value
A symmetric correlation matrix, with 1's on the diagonal.
Author(s)
Paul E. Johnson pauljohn@ku.edu
See Also
Similar functions exist in many packages, see
vec2sm in corpcor, xpnd in MCMCpack
Examples
v <- c(0.1, 0.4, -0.5) vech2Corr(v) v <- c(0.1, 0.4, -0.4, 0.4, 0.5, 0.1) vech2Corr(v)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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