## Generate a random correlation matrix
d <- 50
L <- diag(1:d)
set.seed(271)
L[lower.tri(L)] <- runif(choose(d,2))
Sigma <- L <!-- %*% t(L) # ... real, symmetric, positive definite (covariance) matrix Sigma -->
P <- cor(Sigma)
## Default
plot_matrix(P)
## Default if nonnegative
plot_matrix(abs(P))
## Without diagonal
P. <- abs(P)
diag(P.) <- NA
plot_matrix(P.)
## Default if nonpositive
plot_matrix(-abs(P))
## Extending the color key to [-1,1] with darker color for |rho| >> 0
## Note: When specifying 'at', one most likely also wants to provide 'col.regions'
plot_matrix(P, at = seq(-1, 1, length.out = 200),
col.regions = grey(c(seq(0, 1, length.out = 100), seq(1, 0, length.out = 100))))
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