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ggcorrplot|相关性矩阵可视化神器完整教程

ggcorrplot可视化相关性矩阵

  • ggcorrplot(): A graphical display of a correlation matrix using ggplot2.
  • cor_pmat(): 计算相关性矩阵 p-values.
  • ggcorrplot(corr, method = c(“square”, “circle”), type = c(“full”, “lower”, “upper”), ggtheme = ggplot2::theme_minimal, title = ““, show.legend = TRUE, legend.title =”Corr“, show.diag = FALSE, colors = c(”blue“,”white“,”red“), outline.color =”gray“, hc.order = FALSE, hc.method =”complete“, lab = FALSE, lab_col =”black“, lab_size = 4, p.mat = NULL, sig.level = 0.05, insig = c(”pch“,”blank“), pch = 4, pch.col =”black“, pch.cex = 5, tl.cex = 12, tl.col =”black”, tl.srt = 45, digits = 2)
  • cor_pmat(x, …)

对象

  • ggcorrplot(): 返回 ggplot2对象
  • cor_pmat(): 返回相关系数矩阵pvalue

实例运用

计算相关系数矩阵

library(ggcorrplot)
## Loading required package: ggplot2
data(mtcars)
corr <- round(cor(mtcars), 1)
corr
##       mpg  cyl disp   hp drat   wt qsec   vs   am gear carb
## mpg   1.0 -0.9 -0.8 -0.8  0.7 -0.9  0.4  0.7  0.6  0.5 -0.6
## cyl  -0.9  1.0  0.9  0.8 -0.7  0.8 -0.6 -0.8 -0.5 -0.5  0.5
## disp -0.8  0.9  1.0  0.8 -0.7  0.9 -0.4 -0.7 -0.6 -0.6  0.4
## hp   -0.8  0.8  0.8  1.0 -0.4  0.7 -0.7 -0.7 -0.2 -0.1  0.7
## drat  0.7 -0.7 -0.7 -0.4  1.0 -0.7  0.1  0.4  0.7  0.7 -0.1
## wt   -0.9  0.8  0.9  0.7 -0.7  1.0 -0.2 -0.6 -0.7 -0.6  0.4
## qsec  0.4 -0.6 -0.4 -0.7  0.1 -0.2  1.0  0.7 -0.2 -0.2 -0.7
## vs    0.7 -0.8 -0.7 -0.7  0.4 -0.6  0.7  1.0  0.2  0.2 -0.6
## am    0.6 -0.5 -0.6 -0.2  0.7 -0.7 -0.2  0.2  1.0  0.8  0.1
## gear  0.5 -0.5 -0.6 -0.1  0.7 -0.6 -0.2  0.2  0.8  1.0  0.3
## carb -0.6  0.5  0.4  0.7 -0.1  0.4 -0.7 -0.6  0.1  0.3  1.0

计算相关系数矩阵pvalue

p.mat <- cor_pmat(mtcars)
p.mat
##               mpg          cyl         disp           hp         drat
## mpg  0.000000e+00 6.112687e-10 9.380327e-10 1.787835e-07 1.776240e-05
## cyl  6.112687e-10 0.000000e+00 1.802838e-12 3.477861e-09 8.244636e-06
## disp 9.380327e-10 1.802838e-12 0.000000e+00 7.142679e-08 5.282022e-06
## hp   1.787835e-07 3.477861e-09 7.142679e-08 0.000000e+00 9.988772e-03
## drat 1.776240e-05 8.244636e-06 5.282022e-06 9.988772e-03 0.000000e+00
## wt   1.293959e-10 1.217567e-07 1.222320e-11 4.145827e-05 4.784260e-06
## qsec 1.708199e-02 3.660533e-04 1.314404e-02 5.766253e-06 6.195826e-01
## vs   3.415937e-05 1.843018e-08 5.235012e-06 2.940896e-06 1.167553e-02
## am   2.850207e-04 2.151207e-03 3.662114e-04 1.798309e-01 4.726790e-06
## gear 5.400948e-03 4.173297e-03 9.635921e-04 4.930119e-01 8.360110e-06
## carb 1.084446e-03 1.942340e-03 2.526789e-02 7.827810e-07 6.211834e-01
##                wt         qsec           vs           am         gear
## mpg  1.293959e-10 1.708199e-02 3.415937e-05 2.850207e-04 5.400948e-03
## cyl  1.217567e-07 3.660533e-04 1.843018e-08 2.151207e-03 4.173297e-03
## disp 1.222320e-11 1.314404e-02 5.235012e-06 3.662114e-04 9.635921e-04
## hp   4.145827e-05 5.766253e-06 2.940896e-06 1.798309e-01 4.930119e-01
## drat 4.784260e-06 6.195826e-01 1.167553e-02 4.726790e-06 8.360110e-06
## wt   0.000000e+00 3.388683e-01 9.798492e-04 1.125440e-05 4.586601e-04
## qsec 3.388683e-01 0.000000e+00 1.029669e-06 2.056621e-01 2.425344e-01
## vs   9.798492e-04 1.029669e-06 0.000000e+00 3.570439e-01 2.579439e-01
## am   1.125440e-05 2.056621e-01 3.570439e-01 0.000000e+00 5.834043e-08
## gear 4.586601e-04 2.425344e-01 2.579439e-01 5.834043e-08 0.000000e+00
## carb 1.463861e-02 4.536949e-05 6.670496e-04 7.544526e-01 1.290291e-01
##              carb
## mpg  1.084446e-03
## cyl  1.942340e-03
## disp 2.526789e-02
## hp   7.827810e-07
## drat 6.211834e-01
## wt   1.463861e-02
## qsec 4.536949e-05
## vs   6.670496e-04
## am   7.544526e-01
## gear 1.290291e-01
## carb 0.000000e+00

可视化相关系数矩阵

# method = "square" or "circle"
ggcorrplot(corr)
ggcorrplot|相关性矩阵可视化神器完整教程
ggcorrplot(corr, method = "circle")
ggcorrplot|相关性矩阵可视化神器完整教程
相关系数矩阵层次聚类
# Reordering the correlation matrix
# --------------------------------
# using hierarchical clustering
ggcorrplot(corr, hc.order = TRUE, outline.color = "white")
ggcorrplot|相关性矩阵可视化神器完整教程
下三角导出
# Types of correlogram layout
# --------------------------------
# Get the lower triangle
ggcorrplot(corr,
  hc.order = TRUE, type = "lower",
  outline.color = "white"# 鸽子边缘颜色
)
ggcorrplot|相关性矩阵可视化神器完整教程
上三角导出
# Get the upeper triangle
ggcorrplot(corr,
  hc.order = TRUE, type = "upper",
  outline.color = "white"
)
ggcorrplot|相关性矩阵可视化神器完整教程
改变颜色和主题
# Change colors and theme
# --------------------------------
# Argument colors
ggcorrplot(corr,
  hc.order = TRUE, type = "lower",
  outline.color = "white",
  ggtheme = ggplot2::theme_gray,
  colors = c("#6D9EC1", "white", "#E46726")
)
ggcorrplot|相关性矩阵可视化神器完整教程

增加相关性系数

# Add correlation coefficients
# --------------------------------
# argument lab = TRUE
ggcorrplot(corr,
  hc.order = TRUE, type = "lower",
  lab = TRUE,## 显示相关性系数
  ggtheme = ggplot2::theme_dark(),
)
ggcorrplot|相关性矩阵可视化神器完整教程

增加统计学水平

# Add correlation significance level
# --------------------------------
# Argument p.mat
# Barring the no significant coefficient
ggcorrplot(corr,
  hc.order = TRUE,
  type = "lower", p.mat = p.mat
)
ggcorrplot|相关性矩阵可视化神器完整教程

未达统计学水平则空白

# Leave blank on no significant coefficient
ggcorrplot(corr,
  p.mat = p.mat, hc.order = TRUE,
  type = "lower", insig = "blank"
)
ggcorrplot|相关性矩阵可视化神器完整教程

改变相关性系数小数点

# Changing number of digits for correlation coeffcient
# --------------------------------
ggcorrplot(cor(mtcars),
  type = "lower",
  insig = "blank",
  lab = TRUE,
  digits = 3
)
ggcorrplot|相关性矩阵可视化神器完整教程

参考资料

  • 官方文档
  • 供学习使用,源代码版权归原作者使用

作者:白介素2
链接:https://www.jianshu.com/p/9862859a4302
著作权归作者所有。商业转载请联系作者获得授权,非商业转载请注明出处。

原创文章,作者:xsmile,如若转载,请注明出处:http://www.17bigdata.com/ggcorrplot%e7%9b%b8%e5%85%b3%e6%80%a7%e7%9f%a9%e9%98%b5%e5%8f%af%e8%a7%86%e5%8c%96%e7%a5%9e%e5%99%a8%e5%ae%8c%e6%95%b4%e6%95%99%e7%a8%8b/

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