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| function corrmap(data,labels,reord);
%CORRMAP Correlation map with variable grouping
% CORRMAP produces a pseudocolor map which shows the
% amount of correlation of between variables in a data
% set. The function will reorder the variables by KNN
% clustering if desired. The inputs are the data set
% (data) and an optional variable containing the labels
% corresponding the variables. Another optional variable
% (reord) will cause the function to keep the original
% ordering of the variables if set to 0.
%
% The I/O syntax is: corrmap(data,labels,reord)
% Copyright 1997
% Eigenvector Research, Inc.
% by Barry M. Wise
if nargin < 3
reord = 1;
end
[m,n] = size(data);
if reord ~= 0
dist = -corrcoef(data);
for i = 1:n
dist(i,i) = inf;
end
for k = 1:n-1
[min1,ind1] = min(dist);
[min2,ind2] = min(min1);
r = ind1(ind2);
c = ind2;
% Segment to order samples here
if k == 1
groups = zeros(round(n/2),n);
groups(1,1:2) = [c r]; gi = 1;
else
% does r belong to an existing group?
[zr1,zr2] = find(groups==r);
% does c belong to an existing group?
[zc1,zc2] = find(groups==c);
% If neither c nor r belong to a group they form their own
if isempty(zr1) %r doesn't belong to a group
if isempty(zc1) %c doesn't belong to a group
gi = gi+1;
groups(gi,1:2) = [c r];
else % r doesn't belong but c does, add r to group c
sgc = size(find(groups(zc1(1),:))); %how big is group c
% Figure out what side to add to
cgc = groups(zc1(1),1:sgc(2));
[mindg,inddg] = min([dist(cgc(1),r) dist(cgc(sgc(2)),r)]);
if inddg == 2
groups(zc1(1),sgc(2)+1) = r;
else
groups(zc1(1),1:sgc(2)+1) = [r groups(zc1(1),1:sgc(2))];
end
end
else %r does belong to a group
if isempty(zc1) %c doesn't belong to a group, add c to group r
sgr = size(find(groups(zr1(1),:))); %how big is group r
% Figure out what side to add to
cgr = groups(zr1(1),1:sgr(2));
[mindg,inddg] = min([dist(cgr(1),c) dist(cgr(sgr(2)),c)]);
if inddg == 2
groups(zr1(1),sgr(2)+1) = c;
else
groups(zr1(1),1:sgr(2)+1) = [c groups(zr1(1),1:sgr(2))];
end
else %both c and r belong to groups, add group c to group r
sgr = size(find(groups(zr1(1),:))); %size of group r
sgc = size(find(groups(zc1(1),:))); %size of group c
% Figure out what side to add to
cgc = groups(zc1(1),1:sgc(2)); % current group c
cgr = groups(zr1(1),1:sgr(2)); % current group r
[mindg,inddg] = min([dist(cgc(1),cgr(1)) dist(cgc(1),cgr(sgr(2))) ...
dist(cgc(sgc(2)),cgr(1)) dist(cgc(sgc(2)),cgr(sgr(2)))]);
if inddg == 1
% flop group c and add to the left of r
groups(zr1(1),1:sgr(2)+sgc(2)) = [cgc(sgc(2):-1:1) cgr];
elseif inddg == 2
% add group c to the right of group r
groups(zr1(1),sgr(2)+1:sgr(2)+sgc(2)) = cgc;
elseif inddg == 3
% add group c to the left of group r
groups(zr1(1),1:sgr(2)+sgc(2)) = [cgc cgr];
else
% flop group c and add to the right of group r
groups(zr1(1),1:sgr(2)+sgc(2)) = [cgr cgc(sgc(2):-1:1)];
end
groups(zc1,:) = zeros(1,n);
end
end
end
dist(r,c) = inf;
dist(c,r) = inf;
z1 = find(dist(r,:)==inf);
z2 = find(dist(c,:)==inf);
z1n = z1(find(z1~=r));
z1n = z1n(find(z1n~=c));
z2n = z2(find(z2~=c));
z2n = z2n(find(z2n~=r));
z = [z1 z2];
sz = size(z);
for j = 1:max(sz);
for k = 1:max(sz);
dist(z(j),z(k)) = inf;
end
end
end
end
if reord ~= 0
order = groups(find(groups(:,1)),:);
else
order = 1:n;
end
if nargin > 1
[ml,nl] = size(labels);
if ml == n
lflag = 1;
else
lflag = 0;
nl = 2;
end
else
lflag = 0;
nl = 2;
end
sim = corrcoef(data(:,order));
sim = [sim zeros(n,1); [zeros(1,n) -1]];
pcolor(0.5:1:n+0.5,0.5:1:n+0.5,sim), colormap('hot')
set(gca,'Ydir','reverse')
set(gca,'YTickLabel',[],'YTick',[])
set(gca,'XTickLabel',[],'XTick',[])
axis('square')
if n > 50
fs = 7;
os = 0.20*nl/8;
elseif n > 20
fs = 9;
os = 0.20*nl/6;
else
fs = 12;
os = 0.20*nl/4; %Increase this to make white area around fig bigger
end
if lflag == 1
text(-n*os*ones(n,1)+0.5*ones(n,1),1:n,labels(order,:))
z = get(gca,'Children');
set(z(1:n),'FontSize',fs)
text(1:n,zeros(1,n),labels(order,:))
z = get(gca,'Children');
set(z(1:n),'Rotation',90);
set(z(1:n),'FontSize',fs)
else
for i = 1:n
text(-n*os+0.5,i,int2str(order(i)));
end
z = get(gca,'Children');
set(z(1:n),'FontSize',fs)
for i = 1:n
text(i,0,int2str(order(i)));
end
z = get(gca,'Children');
set(z(1:n),'Rotation',90);
set(z(1:n),'FontSize',fs)
end
hold on
plot([-n*os n+0.5],[-n*os -n*os],'-k');
plot([-n*os n+0.5],[n+.5 n+.5],'-k');
plot([-n*os -n*os],[-n*os n+.5],'-k');
plot([n+0.5 n+0.5],[-n*os n+.5],'-k');
hold off
axis image
colorbar
if reord ~= 0
title('Correlation Map, Variables Regrouped by Similarity')
else
title('Correlation Map, Variables in Original Order')
end
xlabel('Scale Gives Value of R for Each Variable Pair') |
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