Correlation matrix as heatmap
Should you want to check correlations betweens hundreds of time series, representing correlations with numbers is not really helpful - for a dataset of 100 elements, you would have to analyze 10,000 (100 x 100) correlation numbers!
In this case, a heatmap is a better suited tool. A heatmap is a map or diagram in which data values are represented as colors. When using one, it might also be useful to reorder the correlation matrix to make it more readable. You can create heatmaps using corrplot(method = "color").
In this exercise, you will create some heatmaps with the same correlation matrix cor_mat as from the previous exercise.
This exercise is part of the course
Visualizing Time Series Data in R
Exercise instructions
- Draw a heatmap of
cor_mat - Draw the upper heatmap
- Draw the upper heatmap ordering the matrix using
hclustin theorderargument
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Draw heatmap of cor_mat
# Draw upper heatmap
# Draw the upper heatmap with hclust