Relationship
Correlation heatmap / correlogram
Encodes pairwise correlation coefficients in a matrix.
- Plot
- Relationship
- Multivariate exploration
What it answers
Which numeric variables are associated?
- Shape
- Coloured variable-by-variable matrix
- What it shows
- Positive/negative association and correlation clusters.
Example
The question
Which of our weekly measures move together?
Correlation between five weekly measures
Illustrative data. It belongs to no company.
When to use it
Use it when
Scanning pairwise relationships across several variables.
Avoid it when
When nonlinear associations or causal structure are the actual question.
How to read it
Read each variable pair and its correlation colour/value.
Note
Specify correlation method and missing-data handling.
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 a specified correlation matrix after deciding missing-data and weighting rules. Do not correlate identifiers.
- Units
- Correlation is unitless, usually within[-1,1]; label the method. It is not a percentage.
Worked example
Given corr(X, Y)=0.8 and corr(X, Z)=-0.2, the X-Y cell is strongly positive and X-Z weakly negative under the chosen method.
| ID | V1 | V2 | V3 |
|---|---|---|---|
| A | 10 | 30 | 5 |
| B | 12 | 20 | 8 |
| C | 18 | 25 | 6 |
