how to filter variables after Pearson correlation test

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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,

Accepted Answer

Enrico Gambini
Enrico Gambini on 3 Feb 2022
Edited: Enrico Gambini on 3 Feb 2022
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

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