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.
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")  0 ' ' 0.3 '.' 0.6 ',' 0.8 '+' 0.9 '*' 0.95 'B' 1
This analysis was performed using R (ver. 3.1.0).
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