19 Jun 2009
The function corrmap.m displays a pseudocolor map of the correlation matrix for a input data set. This much would be easy, but it can also reorder the variables so that they are grouped by how correlated they are with each other. A modified k-nearest neighbor algorithm is used to reorder the variables. An example of its use is shown below. Here the data file plsdata was loaded into the MATLAB workspace. The plsdata file contains data from a slurry-fed ceramic melter process for solidifying the reprocessing wastes from nuclear fuels (yes, I know that this example is a bit unusual).