[R] decompose a correlation matrix

[Liaw, Andy]

> From: Duncan Murdoch
> 
> On Thu, 23 Sep 2004 13:08:53 -0500, "Mark Strivens"
> <strivens at bcm.tmc.edu> wrote :
> 
> >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.
> 
> x[ row(x) < col(x) ]
> 
> will give the entries you want.
> 
> Duncan Murdoch

Perhaps slightly more transparent:

x[upper.tri(x)]

or

x[lower.tri(x)]

Best,
Andy