On the visualisation of the correlation matrix
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866916103393902592 |
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| author | Graffelman, Jan |
| author_facet | Graffelman, Jan |
| contents | Extensions of earlier algorithms and enhanced visualization techniques for approximating a correlation matrix are presented. The visualization problems that result from using column or colum--and--row adjusted correlation matrices, which give numerically a better fit, are addressed. For visualization of a correlation matrix a weighted alternating least squares algorithm is used, with either a single scalar adjustment, or a column-only adjustment with symmetric factorization; these choices form a compromise between the numerical accuracy of the approximation and the comprehensibility of the obtained correlation biplots. Some illustrative examples are discussed. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2401_12730 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | On the visualisation of the correlation matrix Graffelman, Jan Computation 62 G.3 Extensions of earlier algorithms and enhanced visualization techniques for approximating a correlation matrix are presented. The visualization problems that result from using column or colum--and--row adjusted correlation matrices, which give numerically a better fit, are addressed. For visualization of a correlation matrix a weighted alternating least squares algorithm is used, with either a single scalar adjustment, or a column-only adjustment with symmetric factorization; these choices form a compromise between the numerical accuracy of the approximation and the comprehensibility of the obtained correlation biplots. Some illustrative examples are discussed. |
| title | On the visualisation of the correlation matrix |
| topic | Computation 62 G.3 |
| url | https://arxiv.org/abs/2401.12730 |