[R] Filtering matrices

bwgoudey bwgoudey at gmail.com
Wed Aug 26 04:11:29 CEST 2009

I'm using the rcorr function from the Hmisc library to get pair-wise
correlations from a set of observations for a set of attributes. This
returns 3 matrices; one of correlations, one of the number of observations
seen for each pair and the final of the P values for each correlation seen. 

>From these three matrices, all I wish to do is return a single matrix based
on the first correlation matrix where each value is above a certain
correlation, has a certain number of instances and has a P-value below some
other threshold. My question is what is the nicest way of writing this sort
of code?

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