[R] Select set of variables with strongest correlation

[nyk]

What would be a good method to find the subset of columns of a data matrix
(with about 200 rows and columns) that has the strongest correlation to one
other column? I tried testing sub-matrices with random sets of 10 columns
selected using lm(x ~submtrx) and comparing the r^2 values. But isn't there
a better method for this task?
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