Visualize correlation matrix using symnum function

This article describes how to make a graph of correlation matrix in R. The R symnum() function is used. It takes the correlation table as an argument. The result is a table in which correlation coefficients are replaced by symbols according to the degree of correlation.

Note that online software is also available here to compute correlation matrix and to plot a correlogram without any installation.

Graph of correlation matrix using symnum function

The R function symnum can be used to easily highlight the highly correlated variables. It replaces correlation coefficients by symbols according to the value.

The simplified format of the function is :

symnum(x, cutpoints = c(0.3, 0.6, 0.8, 0.9, 0.95),
       symbols = c(" ", ".", ",", "+", "*", "B"))

- x is the correlation matrix to visualize - cutpoints : correlation coefficient cutpoints. The correlation coefficients between 0 and 0.3 are replaced by a space (" “); correlation coefficients between 0.3 and 0.6 are replace by”.“; etc … - symbols : the symbols to use.

The following R code performs a correlation analysis and displays a graph of the correlation matrix :

## Correlation matrix
corMat<-cor(mtcars)
head(round(corMat,2))
       mpg   cyl  disp    hp  drat    wt  qsec    vs    am  gear  carb
mpg   1.00 -0.85 -0.85 -0.78  0.68 -0.87  0.42  0.66  0.60  0.48 -0.55
cyl  -0.85  1.00  0.90  0.83 -0.70  0.78 -0.59 -0.81 -0.52 -0.49  0.53
disp -0.85  0.90  1.00  0.79 -0.71  0.89 -0.43 -0.71 -0.59 -0.56  0.39
hp   -0.78  0.83  0.79  1.00 -0.45  0.66 -0.71 -0.72 -0.24 -0.13  0.75
drat  0.68 -0.70 -0.71 -0.45  1.00 -0.71  0.09  0.44  0.71  0.70 -0.09
wt   -0.87  0.78  0.89  0.66 -0.71  1.00 -0.17 -0.55 -0.69 -0.58  0.43
## Correlation graph for visualization
## abbr.colnames=FALSE to avoid abbreviation of column names
symnum(corMat, abbr.colnames=FALSE)
     mpg cyl disp hp drat wt qsec vs am gear carb
mpg  1                                           
cyl  +   1                                       
disp +   *   1                                   
hp   ,   +   ,    1                              
drat ,   ,   ,    .  1                           
wt   +   ,   +    ,  ,    1                      
qsec .   .   .    ,          1                   
vs   ,   +   ,    ,  .    .  ,    1              
am   .   .   .       ,    ,          1           
gear .   .   .       ,    .          ,  1        
carb .   .   .    ,       .  ,    .          1   
attr(,"legend")
[1] 0 ' ' 0.3 '.' 0.6 ',' 0.8 '+' 0.9 '*' 0.95 'B' 1

Conclusions

One of the easy way to visualize correlation matrix in R is to use the symnum() R function.

Infos

This analysis was performed using R (ver. 3.1.0).

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