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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: