Re: [Gretl-users] Correlation heatplot

> I've made a first stab at this (in git and snapshots). I'll briefly > describe what's there, and pose a few questions for consideration. Thank you for this, Allin. It's a nice feature I think. > Command line: the "corr" command now has a --plot=whatever option (along > the same lines as the "freq" command). You can use --plot=none to > suppress a heatmap plot in interactive mode, --plot=display to show it > on-screen, or --plot=somename.pdf, and so on. That works quite nicely here on Ubuntu.

However, it seems that using the "corr" excludes the possibility to plot the correlation-matrix using a matrix, right? I think this is a bit unfortunate. In this case, the user would still need to program it itself or use an additional external package, right?

> For now I'm showing positive correlations in red, of varying intensity, > and negative correlations in blue, with white in the middle (around > zero). To cut down on visual clutter I've extended the white range to > cover correlations that are not significantly different from zero at the > 20% significance level. Personally, I can live with the 20% sign. level ;-) However, I would also favor a monochrome option for the heat plot as I had in my little function. Especially when it comes to publication, one often needs to provide black-white figures. So I would favor another option like "--monochrome" or so.

> By default, the whole matrix is shown but there's a --triangle option to > show just the lower triangle. Also a nice idea, and it works good here. > Some questions: > > * Full matrix vs triangle: which should be the default? Is the choice > worth having or should we just fix on one or the other? I like to have both options. And if it doesn't impose any issues in gretl, I don't see a reason not to consider these.

> * Right now there's a minimum dimension of 3 for doing the heatmap: > should the minimum be bigger than that? (3 x 3 looks kinda silly, but > maybe it should be available anyway?) Again, I think it's good if the user can decide on this. > * The plot works reasonably well for up to about 30 series, but is going > to get quite messy for more than that. Should we set a max? And/or, > should we make a special effort to get the plot working acceptably for > bigger dimensions? (Smaller font, not sure what else could be done.) Mmmhh, 30 sounds quite large already. I couldn't imagine of a case where you would need an even larger dimension...