Hi,
see ?cor in base package to get correlation matrix for
your data. Maybe it could be usefull getting principal
components (give a look to: ? princomp (base)) to
reduce the number of variables.
Hoping I helped you.
Best regards,
Vito
You wrote:
Hi all:
I have a question on how to go about creating a
correlation matrix. I have
a huge amount of data....21 variables for 3471 times.
I want to see how
each of the variables correlate to each other. Any
help would be
appreciated, including which package and which
functions I should use to do
this.
Thanks,
Jessica Higgs
Masters Student
Department of Meteorology
Penn State University
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