[R] decompose a correlation matrix

[(Ted Harding)]

On 23-Sep-04 Mark Strivens 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.

Let C be your correlation matrix. Then:

  C[lower.tri(C)]

or equivalently

  C[upper.tri(C)]

E.g. (in your notation):

  > C
       [,1] [,2] [,3] [,4]
  [1,]    1    2    3    4
  [2,]    2    1    5    6
  [3,]    3    5    1    7
  [4,]    4    6    7    1

  > (C[lower.tri(C)])
  [1] 2 3 4 5 6 7

See ?lower.tri

Best wishes,
Ted.


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Date: 23-Sep-04                                       Time: 20:37:36
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