[R] R: Creating a correlation Matrix

Vito Ricci vito_ricci at yahoo.com
Mon Feb 7 17:36:09 CET 2005


Hi,

see ?cor in base package to get correlation matrix for
your data. Maybe it could be usefull getting principal
components (give a look to: ? princomp (base)) to
reduce the number of variables.
Hoping I helped you.
Best regards,
Vito



You wrote:

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

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