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Exercise

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.

Instructions

100 XP
  • Draw a heatmap of cor_mat
  • Draw the upper heatmap
  • Draw the upper heatmap ordering the matrix using hclust in the order argument