[R] decompose a correlation matrix

[Baskin, Robert]

This may not have things in the order you want but you can see if it gets
close to what you want:

> x <- matrix(1:16,ncol=4)
> x
     [,1] [,2] [,3] [,4]
[1,]    1    5    9   13
[2,]    2    6   10   14
[3,]    3    7   11   15
[4,]    4    8   12   16
> y <- x[row(x) < col(x)]
> y
[1]  5  9 10 13 14 15
> 

bob



-----Original Message-----
From: Mark Strivens [mailto:strivens at bcm.tmc.edu] 
Sent: Thursday, September 23, 2004 2:09 PM
To: r-help at stat.math.ethz.ch
Subject: [R] decompose a correlation matrix


Is there a simple way to decompose the upper triangle
of a correlation matrix to a linear list;

For example:

  X Y Z
X 1 2 3
Y 2 1 4
Z 3 4 1

so you get a list like:

xy 2
XZ 3
YZ 4

I suspect you can do it with a matrix transformation, but
that beyond me at present.

Many thanks

Mark
_________________________
Department of Molecular and Human Genetics,
Baylor College of Medicine,

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