Package ‘corrplot’

June 30, 2021

Type Package
Title Visualization of a Correlation Matrix
Version 0.90
Date 2021-06-30
Maintainer Taiyun Wei <weitaiyun@gmail.com>
Suggests seriation, knitr, RColorBrewer, rmarkdown, magrittr,
prettydoc, testthat
Description Provides a visual exploratory tool on correlation matrix that supports automatic vari-
able reordering to help detect hidden patterns among variables.
License MIT + file LICENSE

URL https://github.com/taiyun/corrplot

BugReports https://github.com/taiyun/corrplot/issues
VignetteBuilder knitr
RoxygenNote 7.1.1
NeedsCompilation no
Author Taiyun Wei [cre, aut],
Viliam Simko [aut],
Michael Levy [ctb],
Yihui Xie [ctb],
Yan Jin [ctb],
Jeff Zemla [ctb],
Moritz Freidank [ctb],
Jun Cai [ctb],
Tomas Protivinsky [ctb]
Repository CRAN
Date/Publication 2021-06-30 11:50:05 UTC

1
2 corrplot-package

R topics documented:
corrplot-package . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
colorlegend . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
cor.mtest . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
corrMatOrder . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
corrplot . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
corrplot.mixed . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
corrRect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
corrRect.hclust . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20

Index 22

corrplot-package Visualization of a correlation matrix

Description

The corrplot package is a graphical display of a correlation matrix, confidence interval or general
matrix. 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.

Author(s)

Taiyun Wei (weitaiyun@gmail.com)

Viliam Simko (viliam.simko@gmail.com)
Maintainer: Taiyun Wei (weitaiyun@gmail.com)

References

Michael Friendly (2002). Corrgrams: Exploratory displays for correlation matrices. The American
Statistician, 56, 316–324.
D.J. Murdoch, E.D. Chow (1996). A graphical display of large correlation matrices. The American
Statistician, 50, 178–180.

See Also

The plotcorr function in the ellipse package and corrgram function in the corrgram package
has some similarities.
colorlegend 3

colorlegend Draw color legend.

Description
Draw color legend.

Usage
colorlegend(
colbar,
labels,
at = NULL,
xlim = c(0, 1),
ylim = c(0, 1),
vertical = TRUE,
ratio.colbar = 0.4,
lim.segment = "auto",
align = c("c", "l", "r"),
addlabels = TRUE,
...
)

Arguments
colbar Vector, color of colbar.
labels Vector, numeric or character to be written.
at Numeric vector (quantile), the position to put labels. See examples for details.
xlim See in plot
ylim See in plot
vertical Logical, whether the colorlegend is vertical or horizon.
ratio.colbar The width ratio of colorbar to the total colorlegend (including colorbar, segments
and labels).
lim.segment Vector (quantile) of length 2, the elements should be in [0,1], giving segments
coordinates ranges. If the value is NULL or ’auto’, then the ranges are derived
automatically.
align Character, alignment type of labels, 'l' means left, 'c' means center and 'r'
right.
addlabels Logical, whether add text label or not.
... Additional arguments, passed to plot

Author(s)
Taiyun Wei
4 cor.mtest

Examples
par(mar = rep(0,4))
plot(0,xlim = c(0,6), ylim = c(-0.5,1.2), type = 'n')

colorlegend(rainbow(100), 0:9)

colorlegend(heat.colors(100), LETTERS[1:12], xlim = c(1,2))

colorlegend(terrain.colors(100), 0:9, ratio.colbar = 0.6,

lim.segment = c(0,0.6), xlim = c(2,3), align = 'l')

colorlegend(topo.colors(100), 0:9, lim.segment = c(0,0.6),

xlim = c(3,4), align = 'l', offset = 0)

colorlegend(cm.colors(100),1:5, xlim = c(4,5))

colorlegend(sample(rainbow(12)), labels = LETTERS[1:12],

at = seq(0.05, 0.95, len = 12), xlim = c(5,6), align = 'r')

colorlegend(colbar = grey(1:100 / 100), 1:10, col = 'red', align = 'l',

xlim = c(0, 6), ylim = c(-0.5,-0.1), vertical = FALSE)

colorlegend(sample(rainbow(12)),
labels = LETTERS[1:12], at = seq(0.05, 0.95, len = 12),
xlim = c(0, 6), ylim = c(1.1, 1.2), vertical = FALSE)

cor.mtest Significance test which produces p-values and confidence intervals for
each pair of input features.

Description
Significance test which produces p-values and confidence intervals for each pair of input features.

Usage
cor.mtest(mat, ...)

Arguments
mat Input matrix of size NxF, with N rows that represent samples and F columns that
represent features.
... Additional arguments passed to function cor.test, e.g. conf.level = 0.95.

Value
Return a list containing:
p Square matrix of size FxF with p-values as cells
corrMatOrder 5

lowCI Square matrix of size FxF, each cell represents the lower part of a confidence
interval
uppCI Square matrix of size FxF, each cell represents the upper part of a confidence
interval

See Also
Function cor.test

corrMatOrder Reorder a correlation matrix.

Description
Draw rectangle(s) around the chart of corrrlation matrix based on the number of each cluster’s
members.

Usage
corrMatOrder(
corr,
order = c("AOE", "FPC", "hclust", "alphabet"),
hclust.method = c("complete", "ward", "ward.D", "ward.D2", "single", "average",
"mcquitty", "median", "centroid")
)

Arguments
corr Correlation matrix to reorder.
order Character, the ordering method for the correlation matrix.
• 'AOE' for the angular order of the eigenvectors. It is calculated from the
order of the angles, ai :

ai = arctan(ei2 /ei1 ), if ei1 > 0

ai = arctan(ei2 /ei1 ) + π, otherwise.

where e1 and e2 are the largest two eigenvalues of matrix corr. See Michael
Friendly (2002) for details.
• 'FPC' for the first principal component order.
• 'hclust' for hierarchical clustering order.
• 'alphabet' for alphabetical order.
hclust.method Character, the agglomeration method to be used when order is hclust. This
should be one of 'ward', 'ward.D', 'ward.D2', 'single', 'complete', 'average',
'mcquitty', 'median' or 'centroid'.
6 corrplot

Value
Returns a single permutation vector.

Author(s)
Taiyun Wei

See Also
Package seriation offers more methods to reorder matrices, such as ARSA, BBURCG, BB-
WRCG, MDS, TSP, Chen and so forth.

Examples
M = cor(mtcars)

(order.AOE = corrMatOrder(M, order = 'AOE'))

(order.FPC = corrMatOrder(M, order = 'FPC'))
(order.hc = corrMatOrder(M, order = 'hclust'))
(order.hc2 = corrMatOrder(M, order = 'hclust', hclust.method = 'ward.D'))

M.AOE = M[order.AOE,order.AOE]
M.FPC = M[order.FPC,order.FPC]
M.hc = M[order.hc, order.hc]
M.hc2 = M[order.hc2,order.hc2]

par(ask = TRUE)
corrplot(M)
corrplot(M.AOE)
corrplot(M.FPC)
corrplot(M.hc)

corrplot(M.hc)
corrRect.hclust(corr = M.hc, k = 2)

corrplot(M.hc)
corrRect.hclust(corr = M.hc, k = 3)

corrplot(M.hc2)
corrRect.hclust(M.hc2, k = 2, method = 'ward.D')

corrplot A visualization of a correlation matrix.

Description
A graphical display of a correlation matrix, confidence interval. The details are paid great attention
to. It can also visualize a general matrix by setting is.corr = FALSE.
corrplot 7

Usage

corrplot(
corr,
method = c("circle", "square", "ellipse", "number", "shade", "color", "pie"),
type = c("full", "lower", "upper"),
add = FALSE,
col = NULL,
col.lim = NULL,
bg = "white",
title = "",
is.corr = TRUE,
diag = TRUE,
outline = FALSE,
mar = c(0, 0, 0, 0),
addgrid.col = NULL,
addCoef.col = NULL,
addCoefasPercent = FALSE,
order = c("original", "AOE", "FPC", "hclust", "alphabet"),
hclust.method = c("complete", "ward", "ward.D", "ward.D2", "single", "average",
"mcquitty", "median", "centroid"),
addrect = NULL,
rect.col = "black",
rect.lwd = 2,
tl.pos = NULL,
tl.cex = 1,
tl.col = "red",
tl.offset = 0.4,
tl.srt = 90,
cl.pos = NULL,
cl.length = NULL,
cl.cex = 0.8,
cl.ratio = 0.15,
cl.align.text = "c",
cl.offset = 0.5,
number.cex = 1,
number.font = 2,
number.digits = NULL,
addshade = c("negative", "positive", "all"),
shade.lwd = 1,
shade.col = "white",
p.mat = NULL,
sig.level = 0.05,
insig = c("pch", "p-value", "blank", "n", "label_sig"),
pch = 4,
pch.col = "black",
pch.cex = 3,
plotCI = c("n", "square", "circle", "rect"),
lowCI.mat = NULL,
8 corrplot

uppCI.mat = NULL,
na.label = "?",
na.label.col = "black",
win.asp = 1,
...
)

Arguments
corr The correlation matrix to visualize, must be square if order is not 'original'.
For general matrix, please using is.corr = FALSE to convert.
method Character, the visualization method of correlation matrix to be used. Currently,
it supports seven methods, named 'circle' (default), 'square', 'ellipse',
'number', 'pie', 'shade' and 'color'. See examples for details.
The areas of circles or squares show the absolute value of corresponding correla-
tion coefficients. Method 'pie' and 'shade' came from Michael Friendly’s job
(with some adjustment about the shade added on), and 'ellipse' came from
D.J. Murdoch and E.D. Chow’s job, see in section References.
type Character, 'full' (default), 'upper' or 'lower', display full matrix, lower
triangular or upper triangular matrix.
add Logical, if TRUE, the graph is added to an existing plot, otherwise a new plot is
created.
col Vector, the color of glyphs. It is distributed uniformly in col.lim interval. If
NULL, col will be colorRampPalette(col2)(200), see example about col2.
col.lim The limits (x1,x2) interval for assigning color by col. If NULL, col.lim will be
c(-1,1) when is.corr is TRUE, . col.lim will be c(min(corr),max(corr))
when is.corr is FALSE
NOTICE: if you set col.lim when is.corr is TRUE, the assigning color method
is still distributed uniformly in [-1, 1], it only affect the display on color-legend.
bg The background color.
title Character, title of the graph.
is.corr Logical, whether the input matrix is a correlation matrix or not. We can visualize
the non-correlation matrix by setting is.corr = FALSE.
diag Logical, whether display the correlation coefficients on the principal diagonal.
outline Logical or character, whether plot outline of circles, square and ellipse, or the
color of these glyphs. For pie, this represents the color of the circle outlining the
pie. If outline is TRUE, the default value is 'black'.
mar See par.
addgrid.col The color of the grid. If NA, don’t add grid. If NULL the default value is chosen.
The default value depends on method, if method is color or shade, the color of
the grid is NA, that is, not draw grid; otherwise 'grey'.
addCoef.col Color of coefficients added on the graph. If NULL (default), add no coefficients.
addCoefasPercent
Logic, whether translate coefficients into percentage style for spacesaving.
corrplot 9

order Character, the ordering method of the correlation matrix.

• 'original' for original order (default).
• 'AOE' for the angular order of the eigenvectors.
• 'FPC' for the first principal component order.
• 'hclust' for the hierarchical clustering order.
• 'alphabet' for alphabetical order.
See function corrMatOrder for details.
hclust.method Character, the agglomeration method to be used when order is hclust. This
should be one of 'ward', 'ward.D', 'ward.D2', 'single', 'complete', 'average',
'mcquitty', 'median' or 'centroid'.
addrect Integer, the number of rectangles draws on the graph according to the hierar-
chical cluster, only valid when order is hclust. If NULL (default), then add no
rectangles.
rect.col Color for rectangle border(s), only valid when addrect is equal or greater than
1.
rect.lwd Numeric, line width for borders for rectangle border(s), only valid when addrect
is equal or greater than 1.
tl.pos Character or logical, position of text labels. If character, it must be one of
'lt', 'ld', 'td', 'd' or 'n'. 'lt'(default if type=='full') means left and
top, 'ld'(default if type=='lower') means left and diagonal, 'td'(default if
type=='upper') means top and diagonal(near), 'd' means diagonal, 'n' means
don’t add text-label.
tl.cex Numeric, for the size of text label (variable names).
tl.col The color of text label.
tl.offset Numeric, for text label, see text.
tl.srt Numeric, for text label string rotation in degrees, see text.
cl.pos Character or logical, position of color-legend; If character, it must be one of 'r'
(default if type=='upper' or 'full'), 'b' (default if type=='lower') or 'n',
'n' means don’t draw color-legend.
cl.length Integer, the number of number-text in color-legend, passed to colorlegend. If
NULL, cl.length is length(col) + 1 when length(col) <=20; cl.length is
11 when length(col) > 20
cl.cex Numeric, cex of number-label in color-legend, passed to colorlegend.
cl.ratio Numeric, to justify the width of color-legend, 0.1~0.2 is suggested.
cl.align.text Character, 'l', 'c' (default) or 'r', for number-label in color-legend, 'l'
means left, 'c' means center, and 'r' means right.
cl.offset Numeric, for number-label in color-legend, see text.
number.cex The cex parameter to send to the call to text when writing the correlation co-
efficients into the plot.
number.font the font parameter to send to the call to text when writing the correlation
coefficients into the plot.
10 corrplot

number.digits indicating the number of decimal digits to be added into the plot. Non-negative
integer or NULL, default NULL.
addshade Character for shade style, 'negative', 'positive' or 'all', only valid when
method is 'shade'. If 'all', all correlation coefficients’ glyph will be shaded;
if 'positive', only the positive will be shaded; if 'negative', only the neg-
ative will be shaded. Note: the angle of shade line is different, 45 degrees for
positive and 135 degrees for negative.
shade.lwd Numeric, the line width of shade.
shade.col The color of shade line.
p.mat Matrix of p-value, if NULL, parameter sig.level, insig, pch, pch.col, pch.cex
are invalid.
sig.level Significant level, if the p-value in p-mat is bigger than sig.level, then the
corresponding correlation coefficient is regarded as insignificant. If insig is
'label_sig', this may be an increasing vector of significance levels, in which
case pch will be used once for the highest p-value interval and multiple times
(e.g. ’*’, ’**’, ’***’) for each lower p-value interval.
insig Character, specialized insignificant correlation coefficients, 'pch' (default), 'p-value',
'blank', 'n', or 'label_sig'. If 'blank', wipe away the corresponding
glyphs; if 'p-value', add p-values the corresponding glyphs; if 'pch', add
characters (see pch for details) on corresponding glyphs; if 'n', don’t take any
measures; if 'label_sig', mark significant correlations with pch (see sig.level).
pch Add character on the glyphs of insignificant correlation coefficients(only valid
when insig is 'pch'). See par.
pch.col The color of pch (only valid when insig is 'pch').
pch.cex The cex of pch (only valid when insig is 'pch').
plotCI Character, method of ploting confidence interval. If 'n', don’t plot confidence
interval. If ’rect’, plot rectangles whose upper side means upper bound and
lower side means lower bound, respectively. If ’circle’, first plot a circle with
the bigger absolute bound, and then plot the smaller. Warning: if the two bounds
are the same sign, the smaller circle will be wiped away, thus forming a ring.
Method ’square’ is similar to ’circle’.
lowCI.mat Matrix of the lower bound of confidence interval.
uppCI.mat Matrix of the upper bound of confidence interval.
na.label Label to be used for rendering NA cells. Default is '?'. If ’square’, then the cell
is rendered as a square with the na.label.col color.
na.label.col Color used for rendering NA cells. Default is 'black'.
win.asp Aspect ration for the whole plot. Value other than 1 is currently compatible only
with methods ’circle’ and ’square’.
... Additional arguments passing to function text for drawing text label.

Details
corrplot function offers flexible ways to visualize correlation matrix, lower and upper bound of
confidence interval matrix.
corrplot 11

Value
(Invisibly) returns a list(corr,corrTrans,arg). corr is a reordered correlation matrix for plot-
ting. corrPos is a data frame with xName,yName,x,y,corr and p.value(if p.mat is not NULL)
column, which x and y are the position on the correlation matrix plot. arg is a list of some corrplot()
input parameters’ value. Now type is in.

Note
Cairo and cairoDevice packages is strongly recommended to produce high-quality PNG, JPEG,
TIFF bitmap files, especially for that method circle, ellipse.
Row- and column names of the input matrix are used as labels rendered in the corrplot. Plothmath
expressions will be used if the name is prefixed by one of the following characters: :, = or $. For
example ':alpha + beta'.

Author(s)
Taiyun Wei (weitaiyun@gmail.com)
Viliam Simko (viliam.simko@gmail.com)
Michael Levy (michael.levy@healthcatalyst.com)

References
Michael Friendly (2002). Corrgrams: Exploratory displays for correlation matrices. The American
Statistician, 56, 316–324.
D.J. Murdoch, E.D. Chow (1996). A graphical display of large correlation matrices. The American
Statistician, 50, 178–180.

See Also
Function plotcorr in the ellipse package and corrgram in the corrgram package have some
similarities.
Package seriation offered more methods to reorder matrices, such as ARSA, BBURCG, BB-
WRCG, MDS, TSP, Chen and so forth.

Examples
data(mtcars)
M = cor(mtcars)
set.seed(0)

## different color series

col0 = colorRampPalette(c('white', 'cyan', '#007FFF', 'blue','#00007F'))
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'))
12 corrplot

col4 = colorRampPalette(c('#7F0000', 'red', '#FF7F00', 'yellow', '#7FFF7F',

'cyan', '#007FFF', 'blue', '#00007F'))

wb = c('white', 'black')

par(ask = TRUE)

## different color scale and methods to display corr-matrix

corrplot(M, method = 'number', col = 'black', cl.pos = 'n')
corrplot(M, method = 'number')
corrplot(M)
corrplot(M, order = 'AOE')
corrplot(M, order = 'AOE', addCoef.col = 'grey')

corrplot(M, order = 'AOE', col = col1(20), cl.length = 21, addCoef.col = 'grey')

corrplot(M, order = 'AOE', col = col1(10), addCoef.col = 'grey')

corrplot(M, order = 'AOE', col = col2(200))

corrplot(M, order = 'AOE', col = col2(200), addCoef.col = 'grey')
corrplot(M, order = 'AOE', col = col2(20), cl.length = 21, addCoef.col = 'grey')
corrplot(M, order = 'AOE', col = col2(10), addCoef.col = 'grey')

corrplot(M, order = 'AOE', col = col3(100))

corrplot(M, order = 'AOE', col = col3(10))

corrplot(M, method = 'color', col = col1(20), cl.length = 21, order = 'AOE',

addCoef.col = 'grey')
corrplot(M, method = 'square', col = col2(200), order = 'AOE')
corrplot(M, method = 'ellipse', col = col1(200), order = 'AOE')
corrplot(M, method = 'shade', col = col3(20), order = 'AOE')
corrplot(M, method = 'pie', order = 'AOE')

## col = wb
corrplot(M, col = wb, order = 'AOE', outline = TRUE, cl.pos = 'n')

## like Chinese wiqi, suit for either on screen or white-black print.

corrplot(M, col = wb, bg = 'gold2', order = 'AOE', cl.pos = 'n')

## mixed methods: It's more efficient if using function 'corrplot.mixed'

## circle + ellipse
corrplot(M, order = 'AOE', type = 'upper', tl.pos = 'd')
corrplot(M, add = TRUE, type = 'lower', method = 'ellipse', order = 'AOE',
diag = FALSE, tl.pos = 'n', cl.pos = 'n')

## circle + square
corrplot(M, order = 'AOE',type = 'upper', tl.pos = 'd')
corrplot(M, add = TRUE, type = 'lower', method = 'square', order = 'AOE',
diag = FALSE, tl.pos = 'n', cl.pos = 'n')

## circle + colorful number

corrplot 13

corrplot(M, order = 'AOE', type = 'upper', tl.pos = 'd')

corrplot(M, add = TRUE, type = 'lower', method = 'number', order = 'AOE',
diag = FALSE, tl.pos = 'n', cl.pos = 'n')

## circle + black number

corrplot(M, order = 'AOE', type = 'upper', tl.pos = 'tp')
corrplot(M, add = TRUE, type = 'lower', method = 'number', order = 'AOE',
col = 'black', diag = FALSE, tl.pos = 'n', cl.pos = 'n')

## order is hclust and draw rectangles

corrplot(M, order = 'hclust')
corrplot(M, order = 'hclust', addrect = 2)
corrplot(M, order = 'hclust', addrect = 3, rect.col = 'red')
corrplot(M, order = 'hclust', addrect = 4, rect.col = 'blue')
corrplot(M, order = 'hclust', hclust.method = 'ward.D2', addrect = 4)

## visualize a matrix in [0, 1]

corrplot(abs(M), order = 'AOE', col.lim = c(0,1))
corrplot(abs(M), order = 'AOE', col = col1(20), col.lim = c(0,1))

# when is.corr=TRUE, col.lim only affect the color legend

# If you change it, the color is still assigned on [-1, 1]
corrplot(M/2)
corrplot(M/2, col.lim=c(-0.5,0.5))

# when is.corr=FALSE, col.lim is also used to assign colors

# if the matrix have both positive and negative values
# the matrix transformation keep every values positive and negative
corrplot(M*2, is.corr = FALSE, col.lim=c(-2, 2))
corrplot(M*2, is.corr = FALSE, col.lim=c(-2, 2) * 2)
corrplot(M*2, is.corr = FALSE, col.lim=c(-2, 2) * 4)

## 0.5~0.6
corrplot(abs(M)/10+0.5, col=col0(10))
corrplot(abs(M)/10+0.5, is.corr = FALSE, col.lim=c(0.5,0.6), col=col0(10))

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

ran = round(matrix(runif(225, -100,100), 15))
corrplot(ran, is.corr = FALSE)
corrplot(ran, is.corr = FALSE, col.lim = c(-100, 100))

## visualize a matrix in [100, 300]

ran2 = ran + 200

# bad color
corrplot(ran2, is.corr = FALSE, col.lim = c(100, 300), col=col1(100))

# good color
corrplot(ran2, is.corr = FALSE, col.lim = c(100, 300), col=col0(100))
14 corrplot

## text-labels and plot type

corrplot(M, order = 'AOE', tl.srt = 45)
corrplot(M, order = 'AOE', tl.srt = 60)
corrplot(M, order = 'AOE', tl.pos = 'd', cl.pos = 'n')
corrplot(M, order = 'AOE', diag = FALSE, tl.pos = 'd')
corrplot(M, order = 'AOE', type = 'upper')
corrplot(M, order = 'AOE', type = 'upper', diag = FALSE)
corrplot(M, order = 'AOE', type = 'lower', cl.pos = 'b')
corrplot(M, order = 'AOE', type = 'lower', cl.pos = 'b', diag = FALSE)

#### color-legend
corrplot(M, order = 'AOE', cl.ratio = 0.2, cl.align = 'l')
corrplot(M, order = 'AOE', cl.ratio = 0.2, cl.align = 'c')
corrplot(M, order = 'AOE', cl.ratio = 0.2, cl.align = 'r')
corrplot(M, order = 'AOE', cl.pos = 'b')
corrplot(M, order = 'AOE', cl.pos = 'b', tl.pos = 'd')
corrplot(M, order = 'AOE', cl.pos = 'n')

## deal with missing Values

M2 = M
diag(M2) = NA
corrplot(M2)
corrplot(M2, na.label = 'o')
corrplot(M2, na.label = 'NA')

##the input matrix is not square

corrplot(M[1:8,])
corrplot(M[,1:8])

testRes = cor.mtest(mtcars, conf.level = 0.95)

## specialized the insignificant value according to the significant level

corrplot(M, p.mat = testRes$p, sig.level = 0.05, order = 'hclust', addrect = 2)

## leave blank on no significant coefficient

corrplot(M, p.mat = testRes$p, method = 'circle', type = 'lower', insig='blank',
addCoef.col ='black', number.cex = 0.8, order = 'AOE', diag=FALSE)

## add p-values on no significant coefficients

corrplot(M, p.mat = testRes$p, insig = 'p-value')

## add all p-values

corrplot(M, p.mat = testRes$p, insig = 'p-value', sig.level = -1)

## add significant level stars

corrplot(M, p.mat = testRes$p, method = 'color', diag = FALSE, type = 'upper',
sig.level = c(0.001, 0.01, 0.05), pch.cex = 0.9,
insig = 'label_sig', pch.col = 'grey20', order = 'AOE')
corrplot 15

## add significant level stars and cluster rectangles

corrplot(M, p.mat = testRes$p, tl.pos = 'd', order = 'hclust', addrect = 2,
insig = 'label_sig', sig.level = c(0.001, 0.01, 0.05), pch.cex = 0.9, pch.col = 'grey20')

# Visualize confidence interval

corrplot(M, lowCI = testRes$lowCI, uppCI = testRes$uppCI, order = 'hclust',
tl.pos = 'd', rect.col = 'navy', plotC = 'rect', cl.pos = 'n')

# Visualize confidence interval and cross the significant coefficients

corrplot(M, p.mat = testRes$p, lowCI = testRes$lowCI, uppCI = testRes$uppCI,
addrect = 3, rect.col = 'navy', plotC = 'rect', cl.pos = 'n')

res1 = cor.mtest(mtcars, conf.level = 0.95)

res2 = cor.mtest(mtcars, conf.level = 0.99)

## plot confidence interval(0.95), 'circle' method

corrplot(M, low = res1$uppCI, upp = res1$uppCI,
plotCI = 'circle', addg = 'grey20', cl.pos = 'n')
corrplot(M, p.mat = res1$p, low = res1$lowCI, upp = res1$uppCI,
plotCI = 'circle', addg = 'grey20', cl.pos = 'n')
corrplot(M, low = res1$lowCI, upp = res1$uppCI,
col = c('white', 'black'), bg = 'gold2', order = 'AOE',
plotCI = 'circle', cl.pos = 'n', pch.col = 'red')
corrplot(M, p.mat = res1$p, low = res1$lowCI, upp = res1$uppCI,
col = c('white', 'black'), bg = 'gold2', order = 'AOE',
plotCI = 'circle', cl.pos = 'n', pch.col = 'red')

## plot confidence interval(0.95), 'square' method

corrplot(M, low = res1$lowCI, upp = res1$uppCI,
col = c('white', 'black'), bg = 'gold2', order = 'AOE',
plotCI = 'square', addg = NULL, cl.pos = 'n')
corrplot(M, p.mat = res1$p, low = res1$lowCI, upp = res1$uppCI,
col = c('white','black'), bg = 'gold2', order = 'AOE', pch.col = 'red',
plotCI = 'square', addg = NULL, cl.pos = 'n')

## plot confidence interval0.95, 0.95, 0.99, 'rect' method

corrplot(M, low = res1$lowCI, upp = res1$uppCI, order = 'hclust',
rect.col = 'navy', plotCI = 'rect',cl.pos = 'n')
corrplot(M, p.mat = res1$p, low = res1$lowCI, upp = res1$uppCI,
order = 'hclust', pch.col = 'red', sig.level = 0.05, addrect = 3,
rect.col = 'navy', plotCI = 'rect', cl.pos = 'n')
corrplot(M, p.mat = res2$p, low = res2$lowCI, upp = res2$uppCI,
order = 'hclust', pch.col = 'red', sig.level = 0.01, addrect = 3,
rect.col = 'navy', plotCI = 'rect', cl.pos = 'n')

## an animation of changing confidence interval in different significance level

## begin.animaton
par(ask = FALSE)
16 corrplot.mixed

for (i in seq(0.1, 0, -0.005)) {

tmp = cor.mtest(mtcars, conf.level = 1 - i)
corrplot(M, p.mat = tmp$p, low = tmp$lowCI, upp = tmp$uppCI, order = 'hclust',
pch.col = 'red', sig.level = i, plotCI = 'rect', cl.pos = 'n',
mar = c(0, 0, 1, 0),
title = substitute(alpha == x,
list(x = format(i, digits = 3, nsmall = 3))))
Sys.sleep(0.15)
}
## end.animaton

corrplot.mixed Using mixed methods to visualize a correlation matrix.

Description
Using mixed methods to visualize a correlation matrix.

Usage
corrplot.mixed(
corr,
lower = "number",
upper = "circle",
tl.pos = c("d", "lt", "n"),
diag = c("n", "l", "u"),
bg = "white",
addgrid.col = "grey",
lower.col = NULL,
upper.col = NULL,
plotCI = c("n", "square", "circle", "rect"),
mar = c(0, 0, 0, 0),
...
)

Arguments
corr Matrix, the correlation matrix to visualize.
lower Character, the visualization method for the lower triangular correlation matrix.
upper Character, the visualization method for the upper triangular correlation matrix.
tl.pos Character, 'lt', 'd' or 'n', giving position of text labels, 'lt' means left and
top, 'd' means diagonal. If 'n', add no textlabel.
diag Character, for specifying the glyph on the principal diagonal. It is one of 'n'
(default, draw nothing), 'l' (draw the glyphs of lower triangular) or 'u' (draw
the glyphs of upper triangular).
bg The background color.
corrRect 17

addgrid.col See the addgrid.col parameter in the function corrplot

lower.col Passed as col parameter to the lower matrix.
upper.col Passed as col parameter to the upper matrix.
plotCI See the plotCI parameter in the function corrplot
mar See par.
... Additional arguments for corrplot’s wrappers

Author(s)
Taiyun Wei

Examples
M = cor(mtcars)
ord = corrMatOrder(M, order = 'AOE')
M2 = M[ord,ord]

corrplot.mixed(M2)
corrplot.mixed(M2, lower = 'ellipse', upper = 'circle')
corrplot.mixed(M2, lower = 'square', upper = 'circle')
corrplot.mixed(M2, lower = 'shade', upper = 'circle')
corrplot.mixed(M2, tl.pos = 'lt')
corrplot.mixed(M2, tl.pos = 'lt', diag = 'u')
corrplot.mixed(M2, tl.pos = 'lt', diag = 'l')
corrplot.mixed(M2, tl.pos = 'n')

corrRect Draw rectangle(s) on the correlation matrix graph.

Description
Draw rectangle(s) after the correlation matrix plotted. SUGGESTION: It’s more convenient to draw
rectangle(s) by using pipe operator ‘|>‘ since R 4.1.0.

Usage
corrRect(
corrRes = NULL,
index = NULL,
name = NULL,
namesMat = NULL,
col = "black",
lwd = 2,
...
)
18 corrRect

Arguments
corrRes List of the corrplot() returns.
index Vector, variable index of diag rect c(Rect1from,Rect2from,Rect3from,...,RectNto)
on the correlation matrix graph. It works when the colnames are the same as
rownames, or both of them is NULL. It needs corrRes inputted.
name Vector, variable name of diag rect c(Rect1from,Rect2from,Rect3from,...,RectNto)
on the correlation matrix graph. OIt works when the colnames are the same as
rownames. It needs corrRes inputted.
namesMat 4-length character vector or 4-columns character matrix, represents the names
of xleft, ybottom, xright, ytop correspondingly. It needs corrRes inputted.
col Color of rectangles.
lwd Line width of rectangles.
... Additional arguments passing to function rect().

Details
corrRect needs one of index, name and namesMat inputted. While corrRect.hclust can get the
members in each cluster based on hierarchical clustering (hclust).

Value
(Invisibly) returns input parameter corrRes, usually list(corr,corrTrans,arg).

Author(s)
Taiyun Wei

Examples
data(mtcars)
M = cor(mtcars)

r = rbind(c('gear', 'wt', 'qsec', 'carb'),

c('wt', 'gear', 'carb', 'qsec'))
corrplot(M, order = 'AOE') -> p
corrRect(p, namesMat = r)

# same as using pipe operator `|>`

if(getRversion() >= '4.1.0') {
corrplot(M, order = 'AOE') |> corrRect(namesMat = r)
}

r = c('gear', 'carb', 'qsec', 'wt')

corrplot(M, order = 'AOE', type='lower') -> p
corrRect(p, namesMat = r)

# same as using pipe operator `|>`

if(getRversion() >= '4.1.0') {
corrRect 19

corrplot(M, order = 'AOE', type='lower') |>

corrRect(namesMat = r)
}

corrplot(M, order = 'hclust', type = 'upper') -> p

corrRect(p, index = c(1, 6, 11))

# same as using pipe operator

if(getRversion() >= '4.1.0') {
corrplot(M, order = 'AOE', type='lower') |>
corrRect(index = c(1, 6, 11))
}

corrplot(M, order = 'hclust') -> p

corrRect(p, name = c('carb', 'qsec', 'gear'))

# same as using pipe operator

if(getRversion() >= '4.1.0') {
corrplot(M, order = 'hclust') |>
corrRect(name = c('carb', 'qsec', 'gear'))
}

(order.hc = corrMatOrder(M, order = 'hclust'))

(order.hc2 = corrMatOrder(M, order = 'hclust', hclust.method = 'ward.D'))
M.hc = M[order.hc, order.hc]
M.hc2 = M[order.hc2, order.hc2]

par(ask = TRUE)

# same as: corrplot(M, order = 'hclust', addrect = 2)

corrplot(M.hc)
corrRect.hclust(corr = M.hc, k = 2)

# same as: corrplot(M, order = 'hclust', addrect = 3)

corrplot(M.hc)
corrRect.hclust(corr = M.hc, k = 3)

# same as: corrplot(M, order = 'hclust', hclust.method = 'ward.D', addrect = 2)

corrplot(M.hc2)
corrRect.hclust(M.hc2, k = 2, method = 'ward.D')

# same as: corrplot(M, order = 'hclust', hclust.method = 'ward.D', addrect = 3)

corrplot(M.hc2)
corrRect.hclust(M.hc2, k = 3, method = 'ward.D')

# same as: corrplot(M, order = 'hclust', hclust.method = 'ward.D', addrect = 4)

corrplot(M.hc2)
corrRect.hclust(M.hc2, k = 4, method = 'ward.D')
20 corrRect.hclust

corrRect.hclust Draw rectangles on the correlation matrix graph.

Description
Draw rectangles on the correlation matrix graph based on hierarchical cluster (hclust).

Usage
corrRect.hclust(
corr,
k = 2,
col = "black",
lwd = 2,
method = c("complete", "ward", "ward.D", "ward.D2", "single", "average", "mcquitty",
"median", "centroid")
)

Arguments
corr Correlation matrix for function corrRect.hclust. It use 1-corr as dist in hi-
erarchical clustering (hclust).
k Integer, the number of rectangles drawn on the graph according to the hierarchi-
cal cluster, for function corrRect.hclust.
col Color of rectangles.
lwd Line width of rectangles.
method Character, the agglomeration method to be used for hierarchical clustering (hclust).
This should be (an unambiguous abbreviation of) one of 'ward', 'ward.D',
'ward.D2', 'single', 'complete', 'average', 'mcquitty', 'median' or
'centroid'.

Author(s)
Taiyun Wei

Examples
data(mtcars)
M = cor(mtcars)
corrplot(M, order = 'FPC') -> p
corrRect(p, index = c(1, 6, 11))

if(getRversion() >= '4.1.0') {

corrplot(M, order = 'FPC') |> corrRect(index = c(1, 6, 11))
}

(order.hc = corrMatOrder(M, order = 'hclust'))

corrRect.hclust 21

(order.hc2 = corrMatOrder(M, order = 'hclust', hclust.method = 'ward.D2'))

M.hc = M[order.hc, order.hc]
M.hc2 = M[order.hc2, order.hc2]

par(ask = TRUE)

# same as: corrplot(M, order = 'hclust', addrect = 2)

corrplot(M.hc)
corrRect.hclust(corr = M.hc, k = 2)

# same as: corrplot(M, order = 'hclust', addrect = 3)

corrplot(M.hc)
corrRect.hclust(corr = M.hc, k = 3)

# same as: corrplot(M, order = 'hclust', hclust.method = 'ward.D2', addrect = 2)

corrplot(M.hc2)
corrRect.hclust(M.hc2, k = 2, method = 'ward.D2')

# same as: corrplot(M, order = 'hclust', hclust.method = 'ward.D2', addrect = 3)

corrplot(M.hc2)
corrRect.hclust(M.hc2, k = 3, method = 'ward.D2')

# same as: corrplot(M, order = 'hclust', hclust.method = 'ward.D2', addrect = 4)

corrplot(M.hc2)
corrRect.hclust(M.hc2, k = 4, method = 'ward.D2')
Index

∗ confidence
cor.mtest, 4
∗ correlation
corrplot-package, 2
∗ correlogram
corrplot-package, 2
∗ dimensionality
corrplot-package, 2
∗ feature
corrplot-package, 2
∗ hplot
colorlegend, 3
corrMatOrder, 5
corrplot-package, 2
corrRect, 17
corrRect.hclust, 20
∗ p-value
cor.mtest, 4
∗ reduction
corrplot-package, 2
∗ selection
corrplot-package, 2
∗ significance
cor.mtest, 4

colorlegend, 3, 9
cor.mtest, 4
cor.test, 4, 5
corrMatOrder, 5, 9
corrplot, 6, 17
corrplot-package, 2
corrplot.mixed, 16
corrRect, 17
corrRect.hclust, 20

hclust, 9, 18, 20

par, 8, 10, 17
plot, 3

text, 9

22