Uwe Ligges wrote:


onyourmark wrote:
Hi. I have a 925 by 925 correlation matrix corM. I want to identify all
variables that have correlation greater than 0.9. Can anyone suggest an "R
way" of doing this?

Thank you.

Example:

# prepare example data:
x <- matrix((1:25) / 25, 5, 5)
rownames(x) <- letters[1:5]
colnames(x) <- letters[1:5]

# solution
cbind(rownames(x)[row(x)[x > 0.9]], colnames(x)[col(x)[x > 0.9]])

or even

which(x > 0.9, arr.ind = TRUE)


Best,
Dimitris


Uwe Ligges

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Dimitris Rizopoulos
Assistant Professor
Department of Biostatistics
Erasmus University Medical Center

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