The goal of this function is to nicely visualize correlations within a data table.
The function computes the correlation matrix of the data, and represents each correlation coefficient with a colored disc: the radius is proportional to the absolute value of correlation, and the color represents the sign of the correlation (red=positive, blue=negative). Variables with low correlation are represented by a small green or yellow disc.
Example of use:
correlationCircles(ratings, 'varNames', categories)
It is inspired by the contribution of Taiyun Wei for R: http://weitaiyun.blogspot.fr/2009/04/visulization-of-correlation-matrix2.html