symmze function

Replace asymmetric matrix by max of abs values of [i,j] or [j,i] elements.

It is useful in symmetrizing the gmcmtx0 matrix containing a non-symmetric generalized correlation matrix.

symmze(mtx)

Arguments

• mtx: non-symmetric matrix

Returns

• mtx2: replace [i,j] and [j,i] by the max of absolute values with common sign

Examples

## Not run:

example 
mtx=matrix(1:16,nrow=4)
symmze(mtx)
## End(Not run)
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Author(s)

Prof. H. D. Vinod, Economics Dept., Fordham University, NY.