Create Symmetric Matrices, possibly covariance or correlation matrices, or check a matrix for symmetry and serviceability.
Check X and do the right thing. If X is a matrix, check that it is a valid for the intended purpose (symmetric or correlation or covariance). If X a single value, use that to fill up a matrix. If it is a vector, try to use it as a vech to fill the lower triangle. If d is supplied as an integer, use that as desired size.
makeSymmetric(X, d = NULL, diag = NULL, corr = FALSE, cov = FALSE)
X |
A single value, a vector (a vech), or a matrix |
d |
Optional. An integer, the desired number of rows (or columns). Don't specify this argument if X is already a matrix. Only required if X is an integer and diag is not supplied. Otherwise, the function tries to deduce desired size of output from X (as a vech) and diag. |
diag |
Values for the diagonal. This is important because it alters the way X is interpreted. If diag is not provided, then X is understood to include diagonal elements. |
corr |
TRUE or FALSE: Should we construct a correlation matrix |
cov |
TRUE or FALSE: Should this be a covariance matrix? |
A d x d matrix
Paul E. Johnson <pauljohn@ku.edu>
makeSymmetric(X = 3, d = 4) makeSymmetric(X = 3, d = 4, diag = c(99, 98, 97, 96)) makeSymmetric(c(1,2,3)) makeSymmetric(c(1,2,3), d = 5) makeSymmetric(c(0.8,0.4, 0.2), cov = TRUE) makeSymmetric(c(0.8,0.4, 0.2), cov = TRUE, diag = c(44, 55, 66))
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