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DCORRELATION procedure

Plots a correlation matrix (A.I. Glaser).

Options

PLOT = string tokens Type of plot (together, separate); default sepa
SHOW = string tokens What features to include on the plots (axes, diagonal); default axes
NCOLOURS = scalar Number of distinct colour to use from 0 to -1 or 1; default 20
COLOURS = text or variate Text or variate with three values, defining the colours to use for correlations of -1, 0 and 1; default * chooses the colours automatically
WEIGHTS = variate Provides weights for the units of the variates; default * assumes that they all have weight one

Parameters

PVARIATES = pointers or symmetric matrices Pointer to either the first (P-) set or the only set of variates to be correlated, or symmetric matrix containing the correlations themselves
QVARIATES = pointers Pointer to the second (Q-) set of variates to be correlated
PROWS = scalars Specifies the number of rows corresponding the first (P-) set of variates in a correlation matrix supplied by PVARIATES, when this contains two sets
TITLE = text Title for the plot

Description

DCORRELATION provides a graphical representation of a correlation matrix, which can show the correlation within a dataset, as well as the correlation within and between two different datasets. Each element of the correlation matrix is represented by a shaded rectangle indicating the value at that location, using a different colour or shading density. This type of display is often used before a canonical correlation analysis to see if there are any significant correlations within and between the datasets to be analysed; see the CANCORRELATION procedure for details.

The PVARIATES parameter can supply a symmetric matrix containing correlations that have already been calculated (e.g. using the FCORRELATION procedure). If the matrix involves two sets of variates (as in a canonical correlation analysis), you should arrange for them to be specified in set order i.e. all the first set, and then all the second set. You should then specify the number of variates in the first set using the PROWS parameter.

Alternatively, you can set PVARIATES to a pointer containing the variates themselves. You can then use the QVARIATES parameter to supply a pointer with a second set of variates.

The WEIGHTS option can provide a variate of weights for the units of the variates; by default these are all assumed to have weight one.

The PLOT option selects the type of plot, with settings:

    together to plot the correlation matrix as one symmetric matrix, with a dashed black line to show the boundaries between two datasets (if supplied), and
    separate to plot the correlation matrix in three separate components with the within dataset correlations at the top of the window, and the between-dataset correlations underneath. When there are more variates in the second (Q-) set than the first (P-) set, the separate plot will display the transpose of the between-dataset correlations.

The default is PLOT=separate, unless there is only one set of variates when it defaults to ‘together’.

The SHOW option controls whether some features are included on the plots:

    axes includes axes, and
    diagonal includes the diagonal of the correlation matrix.

The default is SHOW=axes.

There is also a key containing a strip of colours showing how the colours in the plot represent the different correlations. The NCOLOURS option specifies the number of distinct colours to use as the correlations decrease from 0 to -1 or increase from 0 to 1. This can vary from 2 upwards, with a default of 20. The COLOURS option allows you to control the range of colours that are used. It should be set to a text or variate with three values: the first value defines the colour to use for correlations of -1, the second value gives the colour for correlations of 0, and the third gives the colour for correlations of 1. (See PEN for details of how colours are defined.) The default colours, if COLOURS is unset, range from dark blue for values close to -1 to dark red for values close to 1.

The TITLE parameter supplies a main title for each plot.

Options: PLOT, SHOW, NCOLOURS, COLOURS, WEIGHTS.

Parameters: PVARIATES, QVARIATES, PROWS, TITLE.

Method

The plots in DCORRELATION are produced using DBITMAP.

See also

Directive: CORRELATE.

Procedures: FCORRELATION, PARTIALCORRELATIONS, PRCORRELATION.

Commands for: Graphics, Multivariate and cluster analysis.

Example

CAPTION  'DCORRELATION example',\
         'Data from Table 3.7 of Digby & Kempton (1987).';\
         STYLE=meta,plain
TEXT     [VALUES='1d','3a','3d','4a','4d','7a','7d','8a','8d','9a','9d',\ 
         '10a','10d','11/1a','11/1d','11/2a','11/2d','14a','14d','16a','16d',\
         '17a','17d','18d'] Plot
POINTER  [VALUES=N,Nstar,P,K,Lime] Treats
&        [VALUES=Axis_1,Axis_2,Axis_3,Axis_4] Species
VARIATE  [NVALUES=Plot] Treats[],Species[]
READ     Treats[]
 1 0 0 0 0  0 0 0 0 1  0 0 0 0 0  2 0 1 0 1  2 0 1 0 0  0 0 1 1 1
 0 0 1 1 0  0 0 1 0 1  0 0 1 0 0  2 0 1 1 1  2 0 1 1 0  2 0 1 0 1
 2 0 1 0 0  3 0 1 1 1  3 0 1 1 0  3 0 1 1 1  3 0 1 1 0  0 2 1 1 1
 0 2 1 1 0  0 1 1 1 1  0 1 1 1 0  0 1 0 0 1  0 1 0 0 0  2 0 0 1 0  :
READ     Species[]
  354  177 -173   85   211 -406    2 -170   299 -294  -11  -46
  191   11  246  209   331  226 -262   28  -333 -145 -212   36
  200 -149  -11   -6   136 -347   -7 -100   162 -302   29 -194
 -416   59  -27   19   281  257 -130 -154     9  -28  166  182
  333  228 -251   33  -386  111   86  -92    52  242   52 -349
 -387   98   42  -50    36  252   72 -346  -391 -127 -170  196
 -419   30 -137  118  -333 -143 -171  149  -254  -89 -121   12
  102 -388   11 -140   135 -260  -68  -60   331  238 -245   38  :
CALCULATE      Species[] = Species[] / 100
DCORRELATION   [PLOT=separate, together] PVARIATES=Treats; QVARIATES=Species
PRINT          Plot,Treats[],Species[]; FIELDWIDTH=7; DECIMALS=(0)6,(2)4
MATRIX         [ROWS=Plot; COLUMNS=4] Specs_Sc,Treat_Sc
CANCORRELATION [PRINT=correlations,pcoeff,qcoeff,pscores,qscores]\ 
               Treats; Species; PSCORES=Treat_Sc; QSCORES=Specs_Sc
PRINT          Specs_Sc
Updated on June 20, 2019

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