Iterative prunning of a set of variables by a certain correlation threshold.
| 1 | prune_corr(thedata, threshold = 0.8, iterations = 10)
 | 
| thedata | A numeric matrix of variables | 
| threshold | The threshold of correlation coefficient. Default 0.8 | 
| iterations | The algorithm function will stop when no more variables are correlated over the specificed threshold or given a number of iterations. This is importante for big datasets with thousands of variables, which perhaps is not that appropriate for the function. | 
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