Correlation matrix from a vector of pairwise correlations
I've a vector of pairwise correlations in the order low-index element precedes the high-index element, say: corr(1,2)=0.1, corr(1,3)=0.2, corr(2,3)=0.3, corr(3,4)=0.4 How can I construct the corresponding correlation matrix? I tried using the "combn"-function in "combinat" package: library(combinat) combn(c(0.1,0.2,0.3,0.4),2) , but to no avail... Thank you for your help, Serguei Kaniovski
___________________________________________________________________ ??sterreichisches Institut f??r Wirtschaftsforschung (WIFO) Name: Serguei Kaniovski Postadresse: Postfach 91 Tel.: +43-1-7982601-231 A-1103 Wien Fax : +43-1-7989386 Standort: Arsenal Objekt 20 Mail: Serguei.Kaniovski at wifo.ac.at A-1030 Wien http://www.wifo.ac.at/