oops sorry it's true that my explanation is light and I'm newbie in IML.
using your (excellent) proposition :
proc iml;
a={
-3 2 4,
2 -2 3,
4 3 -4};
r={"A" "B" "C"};
c={"A" "B" "C"};
v=vecdiag(a);
lower = symsqr(a);
upper = symsqr(a`);
n = nrow(a);
p = ncol(a);
low = j(n, p, .);
do i = 1 to n;
cols = 1:i; /* or cols=i:p; */
low[i, cols] = a[i, cols];
end;
print a[rowname=r colname=c];
print low[rowname=r colname=c];
quit;
You see that the "a" matrix is a variance/covariance matrix and I want the covariance values. So your low matrix is fine except that I would like the low matrix but with missing values on the diagonal.
Otherwise Rick, could you show me how to produce the mean, min, max, ... of the covariance part of the matrix for A, B and C in IML ?
Message was edited by: Stephane
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