[R] a correlation matrix subset where the subset avg. is a maximum

From: Ryan Austin <austin_at_botany.utoronto.ca>
Date: Fri 13 Oct 2006 - 18:45:05 GMT

Hello R group,

Given a correlation matrix, I would like to obtain the best subset of pairs in the matrix of some size > n such that the mean of r for that subset is a maximum compared to any other possible subset of size > n. I've been looking at the deal and subselect packages but they don't seem to do what I need. Does anyone have any suggestions?

Thanks in advance,

R-help@stat.math.ethz.ch 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. Received on Sat Oct 14 08:01:31 2006

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.1.8, at Fri 13 Oct 2006 - 22:30:11 GMT.

Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help. Please read the posting guide before posting to the list.