[R] Creating a correlation matrix from a vector

F_Smithers calex1991 at googlemail.com
Fri Oct 26 15:52:41 CEST 2012

I'm looking to create a correlation matrix, but I have already obtained the
correlations, which are stored in a vector. (Basically, I'm running a
simulation which requires a correlation matrix, but I am simulating the
various correlations.)

My aim is to create a function that can take the vector, and fit the values
into their respective locations in a correlation matrix. (The correlations
are ordered as if working along the upper triangle of the correlation matrix

The initial step in the function was to create a diagonal matrix of length
n, (n being the number of factors) and then add the correlations at each
level using a for command.


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