Question

I have a R script I’m running now that is currently using 3 correlated variables. I’d like to add a 4th, and am wondering if there’s a simple way to input matrix data, particularly for correlation matrices—some Matlab-like technique to enter a correlation matrix, 3×3 or 4×4, in R without the linear to matrix reshape I’ve been using.

In Matlab, you can use the semicolon as an end-row delimiter, so it’s easy to keep track of where the cross correlations are.

In R, where I first create

corr <- c(1, 0.1, 0.5,
0.1, 1, 0.9,
0.5, 0.9, 1)
cormat <- matrix(corr, ncol=3)

Versus

cormat = [1 0.1 0.5; 
0.1 1 0.9; 
0.5 0.9 1]

It just feels clunkier, which makes me suspect there’s a smarter way I haven’t looked up yet. Thoughts?

Answer 1

Here is another way:

CorrMat <- matrix(scan(),3,3,byrow=TRUE)
1 0.1 0.5
0.1 1 0.9
0.5 0.9 1

Trailing white line is important.