https://github.com/cran/nFactors
Tip revision: b6fe861fe48f12c1b45d1e68f8508ee6503821ac authored by Gilles Raiche on 24 April 2007, 00:00:00 UTC
version 2.2
version 2.2
Tip revision: b6fe861
diagReplace.rd
\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 }