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Bibliographic Details
Main Author: Graffelman, Jan
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2401.12730
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Table of 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.