Hello,
Does anyone know if there is a simple way to create a matrix from single-observation values? For example, suppose I have a dataset that contains 1 observation (for more than 1 I will use a loop) and Nx(N-1)/2 + N variables, each of which contains a correlation between something and something else (these somethings have been previously computed, for example via mgarch dcc). I'd like to create an NxN upper triangular matrix of these correlations.
Thank you,
Stan
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