vech2Corr: Convert the vech (column of strictly lower trianglar values...

Description Usage Arguments Details Value Author(s) See Also Examples

View source: R/vech2Corr.R

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

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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

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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 May 2, 2019, 5:09 a.m.