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]