\name{diagReplace} \alias{diagReplace} \title{ Replacing Upper or Lower Diagonal of a Correlation or Covariance Matrix} \description{ The \emph{diagReplace} function return a modified correlation or covariance matrix by replacing upper diagonal with lower diagonal, or lower diagonal with upper diagonal. } \usage{ diagReplace(R, upper=TRUE) } \arguments{ \item{R}{ numeric: correlation or covariance matrix} \item{upper}{ logical: if \emph{TRUE} the upper diagonal is replaced with the lower diagonal. If \emph{FALSE}, lower diagonal is replaced with upper diagonal.} } \value{ \item{R }{ numeric: return a correlation or covariance matrix } } \author{ Gilles Raiche, Universite du Quebec a Montreal \email{raiche.gilles@uqam.ca}, \url{http://www.er.uqam.ca/nobel/r17165/} } \examples{ # ....................................................... # Exemple from Kim and Mueller (1978, p. 10) # Population: upper diagonal # Simulated sample: lower diagnonal R <- matrix(c( 1.000, .6008, .4984, .1920, .1959, .3466, .5600, 1.000, .4749, .2196, .1912, .2979, .4800, .4200, 1.000, .2079, .2010, .2445, .2240, .1960, .1680, 1.000, .4334, .3197, .1920, .1680, .1440, .4200, 1.000, .4207, .1600, .1400, .1200, .3500, .3000, 1.000), nrow=6, byrow=TRUE) # Replace upper diagonal by lower diagonal RU <- diagReplace(R, upper=TRUE) # Replace lower diagonal by upper diagonal RL <- diagReplace(R, upper=FALSE) # ....................................................... } \keyword{ multivariate }