As in the title, I have a correlation matrix available with
corMatrix <- cor(mydata)
corMatrix is a 98 by 98 matrix storing positive and negative correlation values.
I want to assess which correlations values are significant among all the correlations. Permutation test has been suggested to do this.
- How to perform a permutation test on the correlation matrix?
- How to obtain p-values for each correlation value estimated?
- Any package suggested? Or answer with working code will be well appreciated.