Visualizing correlation matrices

Looking at the components of a correlation matrix can be an important diagnostic tool.  Simply looking at a table of numbers isn’t practical for a matrix larger than say, 4×4, so graphical visualization tools come into play. Various methods have been proposed in the past, from heat maps to correlation ellipses. Taiyun Wei offers an alternative: correlation circles.  Positive correlations are illustrated with a filled black circle; negative ones with a white circle outlined in black:

 

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Looking at the components of a correlation matrix can be an important diagnostic tool.  Simply looking at a table of numbers isn’t practical for a matrix larger than say, 4×4, so graphical visualization tools come into play. Various methods have been proposed in the past, from heat maps to correlation ellipses. Taiyun Wei offers an alternative: correlation circles.  Positive correlations are illustrated with a filled black circle; negative ones with a white circle outlined in black: