corrgram (version 1.3)

corrgram: Draw a correlogram

Description

The corrgram function produces a graphical display of a correlation matrix, called a correlogram. The cells of the matrix can be shaded or colored to show the correlation value.

Usage

corrgram(x, type=NULL, order = FALSE, labels, panel=panel.shade, ...,
  lower.panel=panel, upper.panel=panel, diag.panel=NULL,
text.panel=textPanel, label.pos=0.5, label.srt=0, cex.labels=NULL,
font.labels=1, row1attop=TRUE, dir="left", gap=0, abs=FALSE)

Arguments

x

A tall data frame with one observation per row. Only numeric values are allowed.

type

Use 'data' or 'cor'/'corr' to specify that 'x' is data or a correlation matrix.

order

Should variables be re-ordered? Use TRUE/"PCA" for PCA-based re-ordering, "OLO" for optimal leaf ordering.

labels

Labels to use (instead of data frame variable names) for diagonal panels

panel

function used to plot the contents of each panel

...

additional arguments passed to methods

lower.panel, upper.panel

Separate panel functions used below/above the diagonal

diag.panel, text.panel

panel function used on the diagonal

label.pos

vertical placement of label in diagonal panels

label.srt

String rotation for diagonal labels

cex.labels, font.labels

Graphics parameter for diagonal panels

row1attop

TRUE for diagonal like " ", FALSE for diagonal like " / ".

dir

Use dir="left" instead of 'row1attop'

gap

Distance between panels

abs

Use absolute value of correlations for clustering? Default FALSE

Value

• No value is returned. A plot is created.

Details

Non-numeric columns in the data will be ignored. This function is basically a modification of the pairs.default function with the use of customized panel functions. The off-diagonal panels are specified with panel.pts, panel.pie, panel.shade, panel.bar, panel.ellipse, panel.conf. Diagonal panels are specified with panel.txt, panel.minmax, panel.density. The panel functions use col.corrgram to specify the colors. Change this function if you desire to use a different palette. TODO: legend, grid graphics version.

References

Friendly, Michael. 2002. Corrgrams: Exploratory Displays for Correlation Matrices. The American Statistician, 56, 316--324. url{http://www.math.yorku.ca/SCS/Papers/corrgram.pdf} A SAS macro by Michael Friendly is at http://www.math.yorku.ca/SCS/sasmac/corrgram.html.

See Also

The plotcorr function in the ellipse package has some similarities.

Examples

# Demonstrate density panel, confidence panel
corrgram(iris, lower.panel=panel.pts, upper.panel=panel.conf,
         diag.panel=panel.density)

# Most of the following are from the paper by Michael Friendly.

# Figure 2
vars2 <- c("Assists","Atbat","Errors","Hits","Homer","logSal",
           "Putouts","RBI","Runs","Walks","Years")
corrgram(baseball[,vars2], order=TRUE, main="Baseball data PC2/PC1 order",
         lower.panel=panel.shade, upper.panel=panel.pie,
         text.panel=panel.txt)

# Figure 3
baseball.cor <- cor(baseball[,vars2], use='pair')
baseball.eig <- eigen(baseball.cor)$vectors[,1:2]
e1 <- baseball.eig[,1]
e2 <- baseball.eig[,2]
plot(e1,e2,col='white', xlim=range(e1,e2), ylim=range(e1,e2))
arrows(0, 0, e1, e2, cex=0.5, col="red", length=0.1)
text(e1,e2, rownames(baseball.cor), cex=0.75)

# Figure 4b
corrgram(baseball[,vars2], order=TRUE,
         main="Baseball data (PC order)",
         panel=panel.shade, text.panel=panel.txt)

# Figure 5
corrgram(baseball, order=TRUE, main="Baseball data (PC order)")

# Figure 6. Slightly different from Friendly.
corrgram(auto, order=TRUE, main="Auto data (PC order)")

# For figure 7, 8, see this package's test suite

# Figure 11.  
corrgram(baseball[,vars2], order=TRUE,
         main="Baseball correlation ellipses",
         panel=panel.ellipse, text.panel=panel.txt, diag.panel=panel.minmax)