Issues a warning if the absolute value of any of the
off-diagonal elements of .cor_mat exceed .threshold.
check_cor_threshold(.cor_mat, .threshold = 0.95)Matrix of correlations to check
Numeric scalar between 0 and 1. Will print a warning if the
absolute values of any of the off-diagonals in the correlation matrix are
above this threshold. If NULL, the default, skips this check.