Hi Ezhil,

Maybe this will help. There might be an easier way to do this but here is
one solution.

tril <- function(A)
{
 A <- as.matrix(A)
 cmats <- matrix(rep(1,length(A)),dim(A)[1],dim(A)[2])
 upper.tri(cmats,diag=T)
 cmats[upper.tri(cmats)] <- 0
 out <- A*cmats
 return(out)
}

tril(correlation.matrix)

will give you the output.

HTH

Best Regards

Anup

On Fri, Nov 21, 2008 at 7:28 AM, A Ezhil <ezhil02@yahoo.com> wrote:

> Dear All,
>
> I have a correlation matrix of size 100 x 100 and would like to extract the
> diagonal matrix from it. I have used the for loop to store tha correlation
> values of the diagonal matrix. Is there a 'R way' of doing this?
>
> Thanks in advance.
>
> Kind regards,
> Ezhil
>
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