makeSymmetric function

Create Symmetric Matrices, possibly covariance or correlation matrices, or check a matrix for symmetry and serviceability.

Check X and do the right thing. If X is a matrix, check that it is a valid for the intended purpose (symmetric or correlation or covariance). If X a single value, use that to fill up a matrix. If it is a vector, try to use it as a vech to fill the lower triangle. If d is supplied as an integer, use that as desired size.

makeSymmetric(X, d = NULL, diag = NULL, corr = FALSE, cov = FALSE)

Arguments

• X: A single value, a vector (a vech), or a matrix
• d: Optional. An integer, the desired number of rows (or columns). Don't specify this argument if X is already a matrix. Only required if X is an integer and diag is not supplied. Otherwise, the function tries to deduce desired size of output from X (as a vech) and diag.
• diag: Values for the diagonal. This is important because it alters the way X is interpreted. If diag is not provided, then X is understood to include diagonal elements.
• corr: TRUE or FALSE: Should we construct a correlation matrix
• cov: TRUE or FALSE: Should this be a covariance matrix?

Returns

A d x d matrix

Examples

makeSymmetric(X = 3, d = 4)
makeSymmetric(X = 3, d = 4, diag = c(99, 98, 97, 96))
makeSymmetric(c(1,2,3))
makeSymmetric(c(1,2,3), d = 5)
makeSymmetric(c(0.8,0.4, 0.2), cov = TRUE)
makeSymmetric(c(0.8,0.4, 0.2), cov = TRUE, diag = c(44, 55, 66))

Author(s)

Paul E. Johnson pauljohn@ku.edu