
Hello

I can construct a correlation matrix from an (ordered) vector of
correlation coefficients as follows:

x <- c(0.1,0.2,0.3,0.4,0.5)
n <- length(x)
cmat <- diag(rep(0.5,n))
cmat[lower.tri(cmat,diag=0)] <- x
cmat <- cmat+t(cmat)

But how to do the reverse operation, i.e. produce x from cmat?

Thanks for help,
Serguei Kaniovski
	[[alternative HTML version deleted]]

