我在Excel中有一个相关矩阵如下:
dfA <- read.table(text=
"beta1 beta2 beta3 beta4 beta5 beta6 X X2 X3
beta1 1.0000 -0.2515 -0.2157 0.7209 -0.7205 0.4679 0.1025 -0.3606 -0.0356
beta2 -0.2515 1.0000 0.9831 0.1629 -0.1654 -0.5595 -0.0316 0.0946 0.0829
beta3 -0.2157 0.9831 1.0000 0.1529 -0.1559 -0.4976 -0.0266 0.0383 0.0738
beta4 0.7209 0.1629 0.1529 1.0000 -1.0000 -0.2753 0.0837 -0.1445 0.0080
beta5 0.4679 -0.5595 -0.4976 -0.2753 1.0000 0.2757 0.0354 -0.3149 -0.0596
beta6 -0.7205 -0.1654 -0.1559 -1.0000 0.2757 1.0000 -0.0837 0.1451 -0.0081
X 0.1025 -0.0316 -0.0266 0.0837 -0.0837 0.0354 …Run Code Online (Sandbox Code Playgroud)