Message-ID: <439192D1.3050609@wifo.ac.at>
Date: 2005-12-03T12:42:57Z
From: Serguei Kaniovski
Subject: 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
--
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