[R] find high correlated variables in a big matrix

[Clint Bowman]

Are you rying to find clusters of variables according to some distance 
metric?

Clint Bowman			INTERNET:	clint at ecy.wa.gov
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On Fri, 6 May 2016, Lida Zeighami wrote:

> Hi there,
>
> Is there any way to find out high correlated variables among a big matrix?
> for example I have a matrix called data= 2000*5000 and I need to find the
> high correlated variables between the variables in the columns! (Need 100
> high correlated variables from 5000 variables in column)
>
> I could calculate the correlation matrix and pick the high correlated ones
> but my problem is, I just can pick pairs of variables with high correlation
> and may be we have low correlation across the pairs! Means, in my 100*100
> correlation matrix, there are some pairs with low correlation and I
> couldn't find the 100 variables which they all have high correlation
> together!!!
> Would you please ley me know if there is any way?
>
> Thanks
>
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>
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