Correlations matrices give us relevant information, but sometimes it is hard to visualize them.
R Package provides several functions to plot correlations matrices. Following there is a very simple but effective solution for plotting a correlation matrix using package “corrplot”.
library(corrplot); data <- array(data=runif(100, min=-1, max=1) , dim=c(10,10) , dimnames=list(paste("A", 1:10, sep=""), paste("B", 1:10, sep=""))); corrplot(data, type="full", order="hclust", tl.col="black", tl.srt=45)
And this is the plot:
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. The legend color shows the correlation coefficients and the corresponding colors.