Relationship
Correlation ellipse plot
Encodes pairwise correlation through ellipse orientation, elongation and often colour.
- Plot
- Relationship
- Multivariate exploration
What it answers
How do correlation signs and strengths differ?
- Shape
- Matrix of tilted ellipses
- What it shows
- Positive/negative associations and relative strength.
Example
The question
Which measures are strongly related, and in which direction?
Correlation ellipses for five weekly measures
Illustrative data. It belongs to no company.
When to use it
Use it when
Compact correlation matrices for informed readers.
Avoid it when
When numeric precision or unfamiliar ellipse encodings matter.
How to read it
Read ellipse direction for sign and narrowness for magnitude.
Note
Ellipses summarise coefficients rather than reproducing the observations.
The data you need
- Layout
- Wide observation table
- Fields
- ObservationID: text; V1...Vp: numeric columns
- One row is
- One observation with several measured numeric variables. What is the grain?
- Rules
- Align variables by observation. Decide scaling, missing-data handling and which columns are features.
- Optional
- Optional Group. PCA, clustering and correlations require calculations before rendering their derived results.
- Preparation
- Compute the correlation matrix, then map coefficient sign/strength to ellipse orientation and elongation.
- Units
- Ellipses encode a unitless correlation coefficient with its chosen sign/strength mapping.
Worked example
Correlations+0.8 and-0.2 produce a narrow upward ellipse and a rounder downward ellipse respectively.
| ID | V1 | V2 | V3 |
|---|---|---|---|
| A | 10 | 30 | 5 |
| B | 12 | 20 | 8 |
| C | 18 | 25 | 6 |
