[R] Creating a correlation Matrix

[Jessica Higgs]

Hi all:

I have a question on how to go about creating a correlation matrix.  I have 
a huge amount of data....21 variables for 3471 times. I want to see how 
each of the variables correlate to each other.  Any help would be 
appreciated, including which package and which functions I should use to do 
this.

Thanks,
Jessica Higgs

Masters Student
Department of Meteorology
Penn State University