[...] are the nontrivial correlations between variables in your data. As I've written before, you can use the VECH function to extract the lower triangular elements from a matrix: proc iml; /* 1. define a correlation matrix */ R = {1.0 0.1 0.2 0.3, 0.1 1.0 0.4 0.5, 0.2 0.4 1.0 …