diagReplace {nFactors}R Documentation

Replacing Upper or Lower Diagonal of a Correlation or Covariance Matrix

Description

The diagReplace function return a modified correlation or covariance matrix by replacing upper diagonal with lower diagonal, or lower diagonal with upper diagonal.

Usage

 diagReplace(R, upper=TRUE)
 

Arguments

R numeric: correlation or covariance matrix
upper logical: if TRUE the upper diagonal is replaced with the lower diagonal. If FALSE, lower diagonal is replaced with upper diagonal.

Value

R numeric: return a correlation or covariance matrix

Author(s)

Gilles Raiche, Universite du Quebec a Montreal raiche.gilles@uqam.ca, http://www.er.uqam.ca/nobel/r17165/

Examples

# .......................................................
# Exemple from Kim and Mueller (1978, p. 10)
# Population: upper diagonal
# Simulated sample: lower diagnonal
 R <- matrix(c( 1.000, .6008, .4984, .1920, .1959, .3466,
                .5600, 1.000, .4749, .2196, .1912, .2979,
                .4800, .4200, 1.000, .2079, .2010, .2445,
                .2240, .1960, .1680, 1.000, .4334, .3197,
                .1920, .1680, .1440, .4200, 1.000, .4207,
                .1600, .1400, .1200, .3500, .3000, 1.000),
                nrow=6, byrow=TRUE)

# Replace upper diagonal by lower diagonal
 RU <- diagReplace(R, upper=TRUE)

# Replace lower diagonal by upper diagonal
 RL <- diagReplace(R, upper=FALSE)
# .......................................................
 

[Package nFactors version 2.2 Index]