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mcorr

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mcorr

by Francisco de Castro

 

07 Mar 2006 (Updated 18 Feb 2008)

Single-figure plot of all correlations between the columns of an array

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Description

MCORR Multi-plot of all correlations between columns of a matrix
MCORR (X) plots correlations between all possible combinations of the columns of array X, in a single figure. If the first argument is the name of a file present in the current directory, mcorr reads it (including variable names in the first row) as X. Otherwise, MCORR assumes its first argument is the array to plot, in which case consecutive numbers will be used as variable names. If there is a second (numeric) argument, mcorr will plot only the columns indicated in the second argument.
MCORR does not plot self-correlations. It is unpractical to try to plot more than, say 8 variables, since each individual plot becomes very small.

OUTPUT= MCORR (X,'sig') calculates the Pearson correlation coefficient between
each pair of columns and, if the correlation is sgnificant at the 95%
level, points are plotted in red and the column numbers, Pearson coefficient and p-value are returned in the OUTPUT array. Requires Statistical Toolbox

EXAMPLES:
mcorr ('myfile')
mcorr ('myfile',[1:5])
mcorr (X,[3:6])
output= mcorr (X,'sig')

Required Products Statistics Toolbox
MATLAB release MATLAB 7.1.0 (R14SP3)
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Updates
15 Feb 2008

Calculation of Pearson corr. coefficient. If significant, plot in red

18 Feb 2008

Return Pearson coef. and p
Reduce example image size

Tag Activity for this File
Tag Applied By Date/Time
data exploration Francisco de Castro 22 Oct 2008 08:17:35
multiple correlation plot Francisco de Castro 22 Oct 2008 08:17:35
mcorr Francisco de Castro 22 Oct 2008 08:17:35
single figure Francisco de Castro 22 Oct 2008 08:17:35
correlations Francisco de Castro 22 Oct 2008 08:17:35
graphic Francisco de Castro 22 Oct 2008 08:17:35

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