how to filter variables after Pearson correlation test

Hi,

I am doing the Pearson correlation test to a matrix, using 8 variables. I am getting values from 0.01 to 0.95. How can I filter (eliminate) the variables that have a correlation higher than 0.95 (in pairs)? I am looking to have an array with those variables, like this: [var1 var5 var6 var7]

I thank you in advance,

Best regards,

Answer 1

[Enrico Gambini]

I didn' fully get your question.

If you want to delete the variable columns from the matrix you can do the following:

%I will call your matrix "M"
M(:,[2:4,8])=[];% this will delete columns 2,3,4,8

Hope that this could be helpful