another question: how to delete one of columes in two ones with high correlation(0.95)

You need  dim(cor.matrix)[1]

Following might be better instead of a loop, to to get the row ids of  
a matrix

(which(cor.matrix >=0.95) %/% dim(cor.matrix)[1])+1

for column ids use modulus instead of integer divison.

(which(cor.matrix >=0.95) %% dim(cor.matrix)[1])

There are probably better ways than this.

Nikhil

but probably a better way to do this would be

On 6 Nov 2009, at 3:16AM, bbslover wrote:

for(i in 1:(cor.matrix[1]-1))
{
 for(j in (i+1):(cor.matrix[2]))
  {
     if (cor.matrix[i,j]>=0.95)
     {
         data.f<-data.f[,-i];
          i<-i+1
     }
  }
}