This post explains how to build a
correlogram based on ellipses with
the ellipse
R package. It provides several reproducible
examples with explanation and R
code.
ggpairs()
The ellipse
package allows to build a correlogram
thanks to the plotcorr()
function.
First of all, you have to compute the correlation matrix of your
dataset using the cor()
function of R. Each
correliation will be represented as an ellipse by the
plotcorr()
function. Color, shape and orientation
depend on the correlation value.
# Libraries
library(ellipse)
library(RColorBrewer)
# Use of the mtcars data proposed by R
data <- cor(mtcars)
# Build a Pannel of 100 colors with Rcolor Brewer
my_colors <- brewer.pal(5, "Spectral")
my_colors <- colorRampPalette(my_colors)(100)
# Order the correlation matrix
ord <- order(data[1, ])
data_ord <- data[ord, ord]
plotcorr(data_ord , col=my_colors[data_ord*50+50] , mar=c(1,1,1,1) )