[R] Copula package - normalCopula() param order

[Martin Maechler]

>>>>> Lucas Holland <hollandlucas at gmail.com>
>>>>>     on Sun, 17 Mar 2013 16:26:41 +0100 writes:

    > Hey all,
    > I'm trying to construct a 7-dimensional normal copula using the copula package. I'd like to supply as parameter a randomly generated correlation matrix (that I'll convert to a vector so I can feed it to the normalCopula function). What order do the pairwise correlations inside that vector have to be in? In other words: What does the normalCopula function "expect"? 

The lower triangular part of the matrix.
More specifically,

If  
    P <- cor(X)

it is

   P[lower.tri(P)]


The next version of the copula package will have a utility
function, (at least semantically) equivalent to

   P2p <- function(P) P[lower.tri(P)]

for this purpose, and another one,  p2P()  for the other way
around.

Best regards,
Martin Maechler, ETH Zurich