An Introduction To - Strong - Corrplot - Strong - Package

26/06/2019 An Introduction to <strong>corrplot</strong> Package
An Introduction to corrplot Package

Introduction
The corrplot package is a graphical display of a correlation matrix, confidence
interval. It also contains some algorithms to do matrix reordering. In addition,
corrplot is good at details, including choosing color, text labels, color labels,
layout, etc.
Visualization methods
There are seven visualization methods (parameter method) in corrplot package,
named "circle", "square", "ellipse", "number", "shade", "color", "pie".
Positive correlations are displayed in blue and negative correlations in

red color. Color intensity and the size of the circle are proportional to
the correlation coefficients.
library(corrplot)
## corrplot 0.84 loaded
M <- cor(mtcars)
corrplot(M, method = "circle")
https://cran.r-project.org/web/packages/corrplot/vignettes/corrplot-intro.html 1/61
corrplot(M, method = "square")
corrplot(M, method = "ellipse")
corrplot(M, method = "number") # Display the correlation coefficient
corrplot(M, method = "shade")
corrplot(M, method = "color")
corrplot(M, method = "pie")
Layout
There are three layout types (parameter type):
(default) : display full correlation matrix

"full"
"upper" : display upper triangular of the correlation matrix
"lower" : display lower triangular of the correlation matrix
corrplot(M, type = "upper")

corrplot(M, type = "upper")
corrplot.mixed() is a wrapped function for mixed visualization style.

corrplot.mixed(M)
corrplot.mixed(M, lower.col = "black", number.cex = .7)
corrplot.mixed(M, lower = "ellipse", upper = "circle")
corrplot.mixed(M, lower = "square", upper = "circle", tl.col = "black")
Reorder a correlation matrix

The correlation matrix can be reordered according to the correlation coefficient.
This is important to identify the hidden structure and pattern in the matrix. There
are four methods in corrplot (parameter order), named "AOE", "FPC", "hclust",
"alphabet". More algorithms can be found in seriation package.
You can also reorder the matrix “manually” via function corrMatOrder().
"AOE"is for the angular order of the eigenvectors. It is calculated from the
order of the angles a , i
tan(e i2 /e i1 ), if e i1 > 0;

ai = {
tan(e i2 /e i1 ) + π, otherwise.
where e and e are the largest two eigenvalues of the correlation matrix.
1 2
See Michael Friendly (2002) for details.
"FPC" for the first principal component order.
"hclust" for hierarchical clustering order, and "hclust.method" for the

agglomeration method to be used. "hclust.method" should be one of "ward",
"single", "complete", "average", "mcquitty", "median" or "centroid".
"alphabet" for alphabetical order.

corrplot(M, order = "AOE")
corrplot(M, order = "hclust")
corrplot(M, order = "FPC")
corrplot(M, order = "alphabet")
If using "hclust", corrplot() can draw rectangles around the chart of corrrlation matrix
based on the results of hierarchical clustering.
corrplot(M, order = "hclust", addrect = 2)
corrplot(M, order = "hclust", addrect = 3)
# Change background color to lightblue

corrplot(M, type = "upper", order = "hclust",
col = c("black", "white"), bg = "lightblue")
Using different color spectra

As shown in the above section, the color of the correlogram can be customized.
The function colorRampPalette() is very convenient for generating color spectrum.
col1 <- colorRampPalette(c("#7F0000", "red", "#FF7F00", "yellow", "white",
"cyan", "#007FFF", "blue", "#00007F"))
col2 <- colorRampPalette(c("#67001F", "#B2182B", "#D6604D", "#F4A582",
"#FDDBC7", "#FFFFFF", "#D1E5F0", "#92C5DE",
"#4393C3", "#2166AC", "#053061"))
col3 <- colorRampPalette(c("red", "white", "blue"))
col4 <- colorRampPalette(c("#7F0000", "red", "#FF7F00", "yellow", "#7FFF7F",
"cyan", "#007FFF", "blue", "#00007F"))
whiteblack <- c("white", "black")
## using these color spectra

corrplot(M, order = "hclust", addrect = 2, col = col1(100))
corrplot(M, order = "hclust", addrect = 2, col = whiteblack, bg = "gold2")
You can also use the standard color palettes (package grDevices)
corrplot(M, order = "hclust", addrect = 2, col = heat.colors(100))
corrplot(M, order = "hclust", addrect = 2, col = terrain.colors(100))
corrplot(M, order = "hclust", addrect = 2, col = cm.colors(100))
corrplot(M, order = "hclust", addrect = 2, col = gray.colors(100))
Other option would be to use RcolorBrewer package.

library(RColorBrewer)

col = brewer.pal(n = 8, name = "RdBu"))

col = brewer.pal(n = 8, name = "RdYlBu"))

col = brewer.pal(n = 8, name = "PuOr"))
Changing color and rotation of text labels and

legend
Parameter cl.* is for color legend, and tl.* if for text legend. For the text label, tl.col
(text label color) and tl.srt (text label string rotation) are used to change text
colors and rotations.
Here are some examples.

## remove color legend and text legend
corrplot(M, order = "AOE", cl.pos = "n", tl.pos = "n")
## bottom color legend, diagonal text legend, rotate text label

corrplot(M, order = "AOE", cl.pos = "b", tl.pos = "d", tl.srt = 60)
## a wider color legend with numbers right aligned

corrplot(M, order = "AOE", cl.ratio = 0.2, cl.align = "r")
## text labels rotated 45 degrees

corrplot(M, type = "lower", order = "hclust", tl.col = "black", tl.srt = 45)
Dealing with a non-correlation matrix

corrplot(abs(M),order = "AOE", col = col3(200), cl.lim = c(0, 1))
## visualize a matrix in [-100, 100]

ran <- round(matrix(runif(225, -100,100), 15))
corrplot(ran, is.corr = FALSE, method = "square")
## a beautiful color legend

corrplot(ran, is.corr = FALSE, method = "ellipse", cl.lim = c(-100, 100))
If your matrix is rectangular, you can adjust the aspect ratio with the win.asp
parameter to make the matrix rendered as a square.
ran <- matrix(rnorm(70), ncol = 7)
corrplot(ran, is.corr = FALSE, win.asp = .7, method = "circle")
Dealing with missing (NA) values

By default, corrplot renders NA values as "?" characters. Using na.label
parameter, it is possible to use a different value (max. two characters are
supported).
M2 <- M
diag(M2) = NA
corrplot(M2)
corrplot(M2, na.label = "o")
corrplot(M2, na.label = "NA")
Using “plotmath” expressions in labels

Since version 0.78, it is possible to use plotmath expression in variable names.
To activate plotmath rendering, prefix your label with one of the characters ":", "="
or "$".
M2 <- M[1:5,1:5]
colnames(M2) <- c("alpha", "beta", ":alpha+beta", ":a[0]", "=a[beta]")
rownames(M2) <- c("alpha", "beta", NA, "$a[0]", "$ a[beta]")
corrplot(M2)
Combining correlogram with the significance

test
res1 <- cor.mtest(mtcars, conf.level = .95)
## specialized the insignificant value according to the significant level

corrplot(M, p.mat = res1$p, sig.level = .2)
## leave blank on no significant coefficient

corrplot(M, p.mat = res1$p, insig = "blank")
## add p-values on no significant coefficient

corrplot(M, p.mat = res1$p, insig = "p-value")
## add all p-values

corrplot(M, p.mat = res1$p, insig = "p-value", sig.level = -1)
## add cross on no significant coefficient

corrplot(M, p.mat = res1$p, order = "hclust", insig = "pch", addrect = 3)
Visualize confidence interval

corrplot(M, low = res1$lowCI, upp = res1$uppCI, order = "hclust",
rect.col = "navy", plotC = "rect", cl.pos = "n")
corrplot(M, p.mat = res1$p, low = res1$lowCI, upp = res1$uppCI,

order = "hclust", pch.col = "red", sig.level = 0.01,
addrect = 3, rect.col = "navy", plotC = "rect", cl.pos = "n")
corrplot(M, p.mat = res1$p, insig = "label_sig",

sig.level = c(.001, .01, .05), pch.cex = .9, pch.col = "white")
corrplot(M, p.mat = res1$p, method = "color",

insig = "label_sig", pch.col = "white")
corrplot(M, p.mat = res1$p, method = "color", type = "upper",

sig.level = c(.001, .01, .05), pch.cex = .9,
insig = "label_sig", pch.col = "white", order = "AOE")
corrplot(M, p.mat = res1$p, insig = "label_sig", pch.col = "white",

pch = "p<.05", pch.cex = .5, order = "AOE")
Customize the correlogram

# matrix of the p-value of the correlation
p.mat <- cor.mtest(mtcars)$p
head(p.mat[, 1:5])
## [,1] [,2] [,3] [,4] [,5]

## [1,] 0.000000e+00 6.112687e-10 9.380327e-10 1.787835e-07 1.776240e-05
## [2,] 6.112687e-10 0.000000e+00 1.802838e-12 3.477861e-09 8.244636e-06
## [3,] 9.380327e-10 1.802838e-12 0.000000e+00 7.142679e-08 5.282022e-06
## [4,] 1.787835e-07 3.477861e-09 7.142679e-08 0.000000e+00 9.988772e-03
## [5,] 1.776240e-05 8.244636e-06 5.282022e-06 9.988772e-03 0.000000e+00
## [6,] 1.293959e-10 1.217567e-07 1.222320e-11 4.145827e-05 4.784260e-06
# Specialized the insignificant value according to the significant level

p.mat = p.mat, sig.level = 0.01)
# Leave blank on no significant coefficient

p.mat = p.mat, sig.level = 0.01, insig = "blank")
In the above figure, correlations with p-value > 0.01 are considered as
insignificant. In this case the correlation coefficient values are leaved blank or
crosses are added.
col <- colorRampPalette(c("#BB4444", "#EE9988", "#FFFFFF", "#77AADD", "#4477AA"))
corrplot(M, method = "color", col = col(200),
type = "upper", order = "hclust", number.cex = .7,
addCoef.col = "black", # Add coefficient of correlation
tl.col = "black", tl.srt = 90, # Text label color and rotation
# Combine with significance
p.mat = p.mat, sig.level = 0.01, insig = "blank",
# hide correlation coefficient on the principal diagonal
diag = FALSE)
Note: Some of the plots were taken from this blog.
Explore Large Feature Matrices

# generating large feature matrix (cols=features, rows=samples)
num_features <- 60 # how many features
num_samples <- 300 # how many samples
DATASET <- matrix(runif(num_features * num_samples),
nrow = num_samples, ncol = num_features)
# setting some dummy names for the features e.g. f23

colnames(DATASET) <- paste0("f", 1:ncol(DATASET))
# let's make 30% of all features to be correlated with feature "f1"

num_feat_corr <- num_features * .3
idx_correlated_features <- as.integer(seq(from = 1,
to = num_features,
length.out = num_feat_corr))[-1]
for (i in idx_correlated_features) {
DATASET[,i] <- DATASET[,1] + runif(num_samples) # adding some noise
}
corrplot(cor(DATASET), diag = FALSE, order = "FPC",

tl.pos = "td", tl.cex = 0.5, method = "color", type = "upper")

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26/06/2019 An Introduction to <strong>corrplot</strong> Package

An Introduction to corrplot Package

Positive correlations are displayed in blue and negative correlations in

## corrplot 0.84 loaded

corrplot(M, method = "square")

corrplot(M, method = "ellipse")

corrplot(M, method = "number") # Display the correlation coefficient

corrplot(M, method = "shade")

corrplot(M, method = "color")

corrplot(M, method = "pie")

(default) : display full correlation matrix

corrplot(M, type = "upper")

corrplot.mixed() is a wrapped function for mixed visualization style.

corrplot.mixed(M, lower.col = "black", number.cex = .7)

corrplot.mixed(M, lower = "ellipse", upper = "circle")

corrplot.mixed(M, lower = "square", upper = "circle", tl.col = "black")

Reorder a correlation matrix

tan(e i2 /e i1 ), if e i1 > 0;

See Michael Friendly (2002) for details.

"FPC" for the first principal component order.

"hclust" for hierarchical clustering order, and "hclust.method" for the

"alphabet" for alphabetical order.

corrplot(M, order = "hclust")

corrplot(M, order = "FPC")

corrplot(M, order = "alphabet")

corrplot(M, order = "hclust", addrect = 3)

# Change background color to lightblue

Using different color spectra

## using these color spectra

corrplot(M, order = "hclust", addrect = 2, col = col2(50))

corrplot(M, order = "hclust", addrect = 2, col = col3(20))

corrplot(M, order = "hclust", addrect = 2, col = col4(10))

corrplot(M, order = "hclust", addrect = 2, col = whiteblack, bg = "gold2")

corrplot(M, order = "hclust", addrect = 2, col = terrain.colors(100))

corrplot(M, order = "hclust", addrect = 2, col = cm.colors(100))

corrplot(M, order = "hclust", addrect = 2, col = gray.colors(100))

Other option would be to use RcolorBrewer package.

corrplot(M, type = "upper", order = "hclust",

corrplot(M, type = "upper", order = "hclust",

corrplot(M, type = "upper", order = "hclust",

Changing color and rotation of text labels and

Here are some examples.

## bottom color legend, diagonal text legend, rotate text label

## a wider color legend with numbers right aligned

## text labels rotated 45 degrees

Dealing with a non-correlation matrix

## visualize a matrix in [-100, 100]

## a beautiful color legend

Dealing with missing (NA) values

corrplot(M2, na.label = "o")

corrplot(M2, na.label = "NA")

Using “plotmath” expressions in labels

Combining correlogram with the significance

## specialized the insignificant value according to the significant level

corrplot(M, p.mat = res1$p, sig.level = .05)

corrplot(M, p.mat = res1$p, sig.level = .01)

## leave blank on no significant coefficient

## add p-values on no significant coefficient

## add all p-values

## add cross on no significant coefficient

Visualize confidence interval

corrplot(M, p.mat = res1$p, low = res1$lowCI, upp = res1$uppCI,