corrgram {corrgram} R Documentation

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,
lower.panel = panel,
upper.panel = panel,
diag.panel = NULL,
text.panel = textPanel,
label.pos = c(0.5, 0.5),
label.srt = 0,
cex.labels = NULL,
font.labels = 1,
row1attop = TRUE,
dir = "",
gap = 0,
abs = FALSE,
col.regions = colorRampPalette(c("red", "salmon", "white", "royalblue", "navy")),
cor.method = "pearson",
outer.labels = NULL,
...
)


Arguments

 x A tall data frame with one observation per row, or a correlation matrix. type Use 'data' or 'cor'/'corr' to explicitly specify that 'x' is data or a correlation matrix. Rarely needed. order Should variables be re-ordered? Use TRUE or "PCA" for PCA-based re-ordering. If the 'seriation' package is loaded, this can also be set to "OLO" for optimal leaf ordering, "GW", and "HC". labels Labels to use (instead of data frame variable names) for diagonal panels. If 'order' option is used, this vector of labels will be also be appropriately reordered by the function. panel Function used to plot the contents of each panel. lower.panel, upper.panel Separate panel functions used below/above the diagonal. diag.panel, text.panel Panel function used on the diagonal. label.pos Horizontal and 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. col.regions A function returning a vector of colors. cor.method Correlation method to use in panel functions. Default is 'pearson'. Alternatives: 'spearman', 'kendall'. outer.labels A list of the form 'list(bottom,left,top,right)'. If 'bottom=TRUE' (for example), variable labels are added along the bottom outside edge. For more control, use 'bottom=list(labels,cex,srt,adj)', where 'labels' is a vector of variable labels, 'cex' affects the size, 'srt' affects the rotation, and 'adj' affects the adjustment of the labels. Defaults: 'labels' uses column names; cex=1'; 'srt=90' (bottom/top), 'srt=0' (left/right); 'adj=1' (bottom/left), 'adj=0' (top/right). ... Additional arguments passed to plotting methods.

Details

Note: Use the 'col.regions' argument to specify colors.

Non-numeric columns in the data will be ignored.

The off-diagonal panels are specified with panel.pts, panel.pie, panel.shade, panel.fill, 'panel.bar, panel.ellipse, panel.conf. panel.cor.

Diagonal panels are specified with panel.txt, panel.minmax, panel.density.

Use a NULL panel to omit drawing the panel.

This function is basically a modification of the pairs.default function with the use of customized panel functions.

The panel.conf function uses cor.test and calculates pearson correlations. Confidence intervals are not available in cor.test for other methods (kendall, spearman).

You can create your own panel functions by starting with one of the included panel functions and making suitable modifications. Note that because of the way the panel functions are called inside the main function, your custom panel function must include the arguments shown in the panel.pts function, even if the custom panel function does not use those arguments!

TODO: legend, grid graphics version.

Value

The correlation matrix used for plotting is returned. The 'order' and 'abs' arguments affect the returned value.

Kevin Wright

References

Friendly, Michael. 2002. Corrgrams: Exploratory Displays for Correlation Matrices. The American Statistician, 56, 316–324. http://datavis.ca/papers/corrgram.pdf

D. J. Murdoch and E. D. Chow. 1996. A Graphical Display of Large Correlation Matrices. The American Statistician, 50, 178-180.

Examples


# To reproduce the figures in Michael Friendly's paper, see the
# vignette, or see the file 'friendly.r' in this package's
# test directory.

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

# Demonstrate panel.shade, panel.pie, principal component ordering
vars2 <- c("Assists","Atbat","Errors","Hits","Homer","logSal",
"Putouts","RBI","Runs","Walks","Years")
corrgram(baseball[vars2], order=TRUE, main="Baseball data PC2/PC1 order",

# CAUTION: The latticeExtra package also has a 'panel.ellipse' function
# that clashes with the same-named function in corrgram. In order to use
# the right one, the example below uses 'lower.panel=corrgram::panel.ellipse'.
# If you do not have latticeExtra loaded, you can just use
# 'lower.panel=panel.ellipse'.

# Demonstrate panel.bar, panel.ellipse, panel.minmax, col.regions
corrgram(auto, order=TRUE, main="Auto data (PC order)",
lower.panel=corrgram::panel.ellipse,
upper.panel=panel.bar, diag.panel=panel.minmax,
col.regions=colorRampPalette(c("darkgoldenrod4", "burlywood1",
"darkkhaki", "darkgreen")))

# 'vote' is a correlation matrix, not a data frame
corrgram(vote, order=TRUE, upper.panel=panel.cor)

# outer labels, all options, larger margins, xlab, ylab
labs=colnames(state.x77)
corrgram(state.x77, oma=c(7, 7, 2, 2),
outer.labels=list(bottom=list(labels=labs,cex=1.5,srt=60),