38582

Create covariance matrix from correlation table with both positively and negatively correlated value

Question:

I have a correlation table with both positively and negatively correlated values:

cor.table <- matrix(rep(c(-0.1, 0.1), each=1250),50,50) diag(cor.table) <- 1

I would like to create a covariance matrix from this using:

cov.mat<-cor2cov(cor.table,c(rep(20,50)))

However I get the following error:

Error in cor2cov(cor.table, c(rep(100, 50))) : The object 'cor.mat' should be either a symmetric or a triangular matrix

How can I create a symmetric correlation matrix where values are either positively (0.1) or negatively (-0.1) correlated?

Answer1:

set.seed(1) cor.table <- matrix(sample(c(0.1,-0.1),50^2,replace=TRUE),50,50) > isSymmetric(cor.table) [1] FALSE ind <- lower.tri(cor.table) cor.table[ind] <- t(cor.table)[ind] diag(cor.table) <- 1 > isSymmetric(cor.table) [1] TRUE

Your problem was you did not create a symmetric matrix. It should work now.

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