[R] a correlation matrix subset where the subset avg. is a maximum

Ryan Austin austin at botany.utoronto.ca
Fri Oct 13 20:45:05 CEST 2006

Hello R group,

Given a correlation matrix, I would like to obtain the best subset of 
pairs in the matrix of some size > n such that the mean of r for that 
subset is a maximum compared to any other possible subset of size > n.  
I've been looking at the deal and subselect packages but they don't seem 
to do what I need.  Does anyone have any suggestions?

Thanks in advance,

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