MATLAB: Fancy Correlation Plots in MATLAB

correlation plotMATLAB

I'm trying to find a way to generate these pretty correlation plots in MATLAB. These are generated in R using 'corrplot' function, but couldn't find any similar code in MATLAB. Any help would be appreciated.
As a quick description, this function will create a color scale of the correlation values, and create circles in each cell of the correlation matrix/plot with the associated color. The size of the circles is also an indicator of the magnitude of the correlation, with larger circles representing a stronger relationship (positive or negative). More details could be found here.

Best Answer

Maybe something like this can work for you (after more polishing)
% sample correlation matrix
r = normalize(randn(10, 10), 'range', [-1, 1]);
for i = 1:size(r, 1)
    r(i, i) = 1;
end
% labels
labels = "variable" + (1:size(r, 1));
% scatter plot
n = size(r, 1);
y = triu(repmat(n+1, n, n) - (1:n)') + 0.5;
x = triu(repmat(1:n, n, 1)) + 0.5;
x(x == 0.5) = NaN;
scatter(x(:), y(:), 400.*abs(r(:)), r(:), 'filled', 'MarkerFaceAlpha', 0.6)
% enclose markers in a grid
xl = [1:n+1;repmat(n+1, 1, n+1)];
xl = [xl(:, 1), xl(:, 1:end-1)];
yl = repmat(n+1:-1:1, 2, 1);
line(xl, yl, 'color', 'k') % horizontal lines
line(yl, xl, 'color', 'k') % vertical lines
% show labels
text(1:n, (n:-1:1) + 0.5, labels, 'HorizontalAlignment', 'right')
text((1:n) + 0.5, repmat(n + 1, n, 1), labels, ...
    'HorizontalAlignment', 'right', 'Rotation', 270)
h = gca;
colorbar(h);
h.Visible = 'off';
h.Position(4) = h.Position(4)*0.9;
axis(h, 'equal')
colormap('jet')
Related Question