[R] Correlation matrix from a vector of pairwise correlations

Serguei Kaniovski kaniovsk at wifo.ac.at
Sat Dec 3 13:42:57 CET 2005


I've a vector of pairwise correlations in the order low-index element 
precedes the high-index element, say:

corr(1,2)=0.1, corr(1,3)=0.2, corr(2,3)=0.3, corr(3,4)=0.4

How can I construct the corresponding correlation matrix?

I tried using the "combn"-function in "combinat" package:

library(combinat)
combn(c(0.1,0.2,0.3,0.4),2)

, but to no avail...

Thank you for your help,
Serguei Kaniovski
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Österreichisches Institut für Wirtschaftsforschung (WIFO)

Name: Serguei Kaniovski                 Postadresse: Postfach  91
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Mail: Serguei.Kaniovski at wifo.ac.at      A-1030  Wien

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