@jwittenbach Thank you very much for your answer. I'm now trying to calculate the covariance matrix (although not the same I would be happy also with covariances). It's taking quite some time. I understand that the problem with showing the correlation/covariance matrix is that it would not fit into the memory of one machine and also that there are not enough pixels on my screen. However if I can calculate it, then I can calculate some measures on the matrix.