# load corpcor library
library("corpcor")
# covariance matrix
m.cov <- rbind(
c(3,1,1,0),
c(1,3,0,1),
c(1,0,2,0),
c(0,1,0,2)
)
m.cov
# convert into vector (including diagonals
v <- sm2vec(m.cov, diag=TRUE)
v.idx <- sm.indexes(m.cov, diag=TRUE)
v
v.idx
# put back to symmetric matrix
vec2sm(v, diag=TRUE)
# vector not in the original order
sv <- sort(v)
sv
ov <- order(v)
ov
vec2sm(sv, diag=TRUE, order=ov)
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