[R] Creating a correlation Matrix

[Romain Francois]

Le 07.02.2005 16:58, Jessica Higgs a écrit :

> 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.
>
Hello,

that is not that huge and what is wrong with ?cor

A <- matrix(rnorm(21*3471),ncol=21) #you should replace A by your data
matcor <- cor(A) #that is your correlation matrix
image(matcor) # and how to watch it
heatmap(matcor) # an other way to watch it


Hope this helps.
Romain

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Romain FRANCOIS : francoisromain at free.fr
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