Greetings,
I have a seemingly simple task which I have not been able to solve today and I
checked all of the help archives on this and have been unable to find anything
useful. 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.
I'd be grateful for any adive and/or solutions.
Gregory
---------------------------------
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See ?dist for an object oriented approach that may be better.
Directly, you can do something like (see ?row ?col):
x <- matrix(NA, 10,10)
## Lower triangular :
x[row(x) >= col(x) ] <- rnorm(55)
x[row(x) < col(x)] <- x[row(x) > col(x)]
## or you could have saved the random vector and re-used it.
Bert Gunter
Genentech Nonclinical Statistics
-----Original Message-----
From: r-help-bounces at stat.math.ethz.ch
[mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Gregory Gentlemen
Sent: Sunday, July 29, 2007 7:32 PM
To: r-help at stat.math.ethz.ch
Subject: [R] Constructing correlation matrices
Greetings,
I have a seemingly simple task which I have not been able to solve today and
I checked all of the help archives on this and have been unable to find
anything useful. 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.
I'd be grateful for any adive and/or solutions.
Gregory
---------------------------------
[[alternative HTML version deleted]]
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Greg, I take it that you're trying to generate a random correlation matrix, so first create a covariance matrix, p = 6 v = matrix(rnorm(p*p), ncol=p) cov = t(v) %*% v Then convert it to a correlation matrix, cov2cor(cov) HTH. Horace>>> Gregory Gentlemen <gregory_gentlemen at yahoo.ca> 7/29/2007 7:31:36 PM >>>Greetings, I have a seemingly simple task which I have not been able to solve today and I checked all of the help archives on this and have been unable to find anything useful. 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. I'd be grateful for any adive and/or solutions. Gregory --------------------------------- [[alternative HTML version deleted]] ______________________________________________ R-help at 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.
Greg, in light of Doug Bates' question, what i have suggested a little early in response to your question is known as a Wishart matrix with n degree of freedom, which is guarenteed to be positive definite. If this is not what you want, you have to be more specific about the property of this correlation matrix you want to simulate. H. ====================================Greg, I take it that you're trying to generate a random correlation matrix, so first create a covariance matrix, p = 6 v = matrix(rnorm(p*p), ncol=p) cov = t(v) %*% v Then convert it to a correlation matrix, cov2cor(cov) HTH. Horace>>> Gregory Gentlemen <gregory_gentlemen at yahoo.ca> 7/29/2007 7:31:36 PM >>>Greetings, I have a seemingly simple task which I have not been able to solve today and I checked all of the help archives on this and have been unable to find anything useful. 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. I'd be grateful for any adive and/or solutions. Gregory --------------------------------- [[alternative HTML version deleted]] ______________________________________________ R-help at 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.