Plot correlation matrix ellipses

This function plots a correlation matrix using ellipse-shaped glyphs for each entry. The ellipse represents a level curve of the density of a bivariate normal with the matching correlation.

Usage

plotcorr(corr, outline = TRUE, col = 'grey', numbers = FALSE, 
         type = c("full","lower","upper"),
         diag = (type == "full"), bty = "n", axes = FALSE,
         xlab = "", ylab = "", asp = 1,
         cex.lab = par("cex.lab"), cex = 0.75*par("cex"),
         mar = 0.1 + c(2,2,4,2), ...)

Arguments

corr: A matrix containing entries between -1 and 1 to be plotted as correlations.
outline: Whether the ellipses should be outlined in the default colour.
col: Which colour(s) to use to fill the ellipses.
numbers: Whether to plot numerical correlations in place of ellipses. If numbers is TRUE, then the correlations will be rounded to a single decimal place and placed on the plot.
type: Character. Plot "full" matrix or just "upper" or "lower" triangular part of it.
diag: Logical. Plot diagonal elements or not.
bty, axes, xlab, ylab, asp, mar, cex.lab, ...: Graphical parameters which will be passed to plot when plotting.
cex: Graphical parameter which will be passed to text when plotting.

Details

The ellipses being plotted will be tangent to a unit character square, with the shape chosen to match the required correlation. If numbers = FALSE, the col vector will be recycled to colour each of the ellipses; if TRUE, it will be ignored.

References

Murdoch, D.J. and Chow, E.D. (1996). A graphical display of large correlation matrices. The American Statistician 50, 178-180. doi:10.2307/2684435 .

Author

Duncan Murdoch; Gregor Gorjanc suggested the type and diag options.

Examples

save.par <- par(ask = interactive())

# Plot the correlation matrix for the mtcars data full model fit 
data(mtcars)
fit <- lm(mpg ~ ., mtcars)
plotcorr(summary(fit, correlation = TRUE)$correlation)


# Plot a second figure with numbers in place of the
# ellipses
plotcorr(summary(fit, correlation = TRUE)$correlation, numbers = TRUE)


# Colour the ellipses to emphasize the differences.  The color range
# is based on RColorBrewer's Reds and Blues (suggested by Gregor Gorjanc)

corr.mtcars <- cor(mtcars)
ord <- order(corr.mtcars[1,])
xc <- corr.mtcars[ord, ord]
colors <- c("#A50F15","#DE2D26","#FB6A4A","#FCAE91","#FEE5D9","white",
            "#EFF3FF","#BDD7E7","#6BAED6","#3182BD","#08519C")   
plotcorr(xc, col=colors[5*xc + 6])


plotcorr(xc, col=colors[5*xc + 6], type = "upper")

plotcorr(xc, col=colors[5*xc + 6], type = "lower", diag = TRUE)

par(save.par)