nFactors (version 2.3.1)

diagReplace: Replacing Upper or Lower Diagonal of a Correlation or Covariance Matrix

Description

The diagReplace function returns 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: correlation or covariance matrix

Examples

# .......................................................
# Example 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)
# .......................................................