[R] Select set of variables with strongest correlation
Uwe Ligges
ligges at statistik.tu-dortmund.de
Mon Jul 20 11:53:03 CEST 2009
See ?cor
Uwe Ligges
nyk wrote:
> What would be a good method to find the subset of columns of a data matrix
> (with about 200 rows and columns) that has the strongest correlation to one
> other column? I tried testing sub-matrices with random sets of 10 columns
> selected using lm(x ~submtrx) and comparing the r^2 values. But isn't there
> a better method for this task?
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