Correlation matrix

Function xlCorrMtx(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 mtx(i, j) = .Correl(rng.Columns(i), rng.Columns(j))             Next j         Next i             xlCorrMtx = mtx         End With End Function Function xlCorrMtx_U(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 If i <= j Then                     mtx(i, j) = .Correl(rng.Columns(i), rng.Columns(j))                 Else                     mtx(i, j) = 0                 End If             Next j         Next i             xlCorrMtx_U = mtx         End With End Function Function xlCorrMtx_L(rng As Range)         Dim i, j     Dim nCls As Integer     Dim mtx()         With WorksheetFunction             nCls = rng.Columns.Count         'MsgBox nCls         ReDim mtx(1 To nCls, 1 To nCls)             For i = 1 To nCls             For j = 1 To nCls                 If i >= j Then                     mtx(i, j) = .Correl(rng.Columns(i), rng.Columns(j))                 Else                     mtx(i, j) = 0                 End If             Next j         Next i             xlCorrMtx_L = mtx         End With End Function

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