Thanks, I did! This reply I also got helped a lot: r<-matrix(rnorm(30),ncol=3) r4 <-1+2*rnorm(10,r[,3], 0.5) r5 <-1-3*rnorm(10,r[,3], 0.5) data<-cbind(r,r4,r5)
corr<-cor(data,use='na.or.complete') corrl<-(corr[col(corr)>row(corr)])^2 colms<-col(data)[col(col(data))>row(col(data))] rows<-row(data)[col(row(data))>row(row(data))] tosort<-cbind(corrl,rows,colms) sorted <- tosort[order(tosort[,1],decreasing = TRUE, na.last = TRUE), ] Uwe Ligges-3 wrote: > > 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? > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > > -- View this message in context: http://www.nabble.com/Select-set-of-variables-with-strongest-correlation-tp24507332p24598197.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
