diagReplace function

Replacing Upper or Lower Diagonal of a Correlation or Covariance Matrix

The diagReplace function returns a modified correlation or covariance matrix by replacing upper diagonal with lower diagonal, or lower diagonal with upper diagonal.

diagReplace(R, upper = TRUE)

Arguments

• R: numeric: correlation or covariance matrix
• upper: logical: if TRUE upper diagonal is replaced with lower diagonal. If FALSE, lower diagonal is replaced with upper diagonal.

Returns

• 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 with lower diagonal
 RU <- diagReplace(R, upper=TRUE)

# Replace lower diagonal with upper diagonal
 RL <- diagReplace(R, upper=FALSE)
# .......................................................

Author(s)

Gilles Raiche

Centre sur les Applications des Modeles de Reponses aux Items (CAMRI)

Universite du Quebec a Montreal

raiche.gilles@uqam.ca