Re: [Gretl-users] Correlation heatplot

Send Gretl-users mailing list submissions to gretl-users(a)lists.wfu.edu To subscribe or unsubscribe via the World Wide Web, visit http://lists.wfu.edu/mailman/listinfo/gretl-users or, via email, send a message with subject or body 'help' to gretl-users-request(a)lists.wfu.edu You can reach the person managing the list at gretl-users-owner(a)lists.wfu.edu When replying, please edit your Subject line so it is more specific than "Re: Contents of Gretl-users digest..." Today's Topics: 1. Re: Correlation heatplot (Allin Cottrell) ---------------------------------------------------------------------- Message: 1 Date: Fri, 6 Jan 2017 12:07:37 -0500 (EST) From: Allin Cottrell <cottrell(a)wfu.edu&gt; To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Subject: Re: [Gretl-users] Correlation heatplot Message-ID: <alpine.LNX.2.20.16.1701061147330.11151(a)localhost.localdomain&gt; Content-Type: text/plain; charset=US-ASCII; format=flowed On Thu, 5 Jan 2017, Allin Cottrell wrote: > On Wed, 4 Jan 2017, Artur Tarassow wrote: > >> Btw, do you think this could become a public package similar to the (of >> course) much more sophisticated R-package corrplot (URL: >> https://cran.r-project.org/web/packages/corrplot/ vignettes/corrplot-intro.html)? > > I agree this is a nice thing to have, and in fact I'm considering adding it > as built-in functionality. 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. 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. GUI: when you call for a correlation matrix (for more than 2 series) in the GUI, the correlation window toolbar now has a heatmap icon that calls up a plot. 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. When the heatmap is shown in the GUI, moving the mouse over the matrix displays the correlation coefficients in the status bar. By default, the whole matrix is shown but there's a --triangle option to show just the lower triangle. 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? * 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?) * 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.) Allin ------------------------------ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users End of Gretl-users Digest, Vol 120, Issue 12 ********************************************