[R] set heatmap.2 color ranges

[Wendy]

Hi all, 

I have a matrix with values between 0 and 1. I want to plot this matrix on a
heat map so anything >0.05 is blue, anything <=0.05 and >0.01 is yellow, and
anything else is grey. I am using the heatmap.2 function. I searched around
but did not find an efficient way to set colour ranges as I described. Could
anybody give some hints? Thank you in advance. 

Wendy

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