statsmodels.graphics.correlation.plot_corr

statsmodels.graphics.correlation.plot_corr(dcorr, xnames=None, ynames=None, title=None, normcolor=False, ax=None, cmap='RdYlBu_r')[source]

Plot correlation of many variables in a tight color grid.

Parameters:
  • dcorr (ndarray) – Correlation matrix, square 2-D array.
  • xnames (list of str, optional) – Labels for the horizontal axis. If not given (None), then the matplotlib defaults (integers) are used. If it is an empty list, [], then no ticks and labels are added.
  • ynames (list of str, optional) – Labels for the vertical axis. Works the same way as xnames. If not given, the same names as for xnames are re-used.
  • title (str, optional) – The figure title. If None, the default (‘Correlation Matrix’) is used. If title='', then no title is added.
  • normcolor (bool or tuple of scalars, optional) – If False (default), then the color coding range corresponds to the range of dcorr. If True, then the color range is normalized to (-1, 1). If this is a tuple of two numbers, then they define the range for the color bar.
  • ax (Matplotlib AxesSubplot instance, optional) – If ax is None, then a figure is created. If an axis instance is given, then only the main plot but not the colorbar is created.
  • cmap (str or Matplotlib Colormap instance, optional) – The colormap for the plot. Can be any valid Matplotlib Colormap instance or name.
Returns:

fig – If ax is None, the created figure. Otherwise the figure to which ax is connected.
Return type:

Matplotlib figure instance

Examples

>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> import statsmodels.graphics.api as smg

>>> hie_data = sm.datasets.randhie.load_pandas()
>>> corr_matrix = np.corrcoef(hie_data.data.T)
>>> smg.plot_corr(corr_matrix, xnames=hie_data.names)
>>> plt.show()