I just responded to this question on LinkedIn, Clementine group, and thought it might be of interest to a broader audience.
Does anyone have any suggestion or any knowledge on how to make cross-correlation in the Modeler/Clementine?
I'm not so familiar with Modeler 14, but in prior versions, there was no good correlation matrix option (the Statistics node does correlations, but it is not easier to build an entire matrix)
The way I do it is with the Regression node. In the expert tab, click on the Expert radio button, then the Output... button, and make sure the "Descriptions" box is checked and run the regression with all the inputs (Direction->In) you want in the correlation matrix. Don't worry about having an output that is useful--if you don't have one, create a random number (Range) and use that as the output. After you Execute this, look in the Advanced tab of the gem and you will find a correlation matrix there. I usually then export it and re-import it into Excel (as an html file) where it is much easier to read and do things like color code big correlations.