[R] Correlation matrix from a vector of pairwise correlations

From: Serguei Kaniovski <kaniovsk_at_wifo.ac.at>
Date: Sat 03 Dec 2005 - 23:42:57 EST

I've a vector of pairwise correlations in the order low-index element precedes the high-index element, say:

corr(1,2)=0.1, corr(1,3)=0.2, corr(2,3)=0.3, corr(3,4)=0.4

How can I construct the corresponding correlation matrix?

I tried using the "combn"-function in "combinat" package:


, but to no avail...

Thank you for your help,
Serguei Kaniovski


Österreichisches Institut für Wirtschaftsforschung (WIFO)

Name: Serguei Kaniovski                 Postadresse: Postfach  91
Tel.: +43-1-7982601-231                 A-1103  Wien
Fax : +43-1-7989386                     Standort: Arsenal Objekt 20 

Mail: Serguei.Kaniovski@wifo.ac.at      A-1030  Wien


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Received on Sat Dec 03 23:50:37 2005

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