ggcorrmat

You can cite this package/vignette as:


To cite package 'ggstatsplot' in publications use:

  Patil, I. (2021). Visualizations with statistical details: The
  'ggstatsplot' approach. Journal of Open Source Software, 6(61), 3167,
  doi:10.21105/joss.03167

A BibTeX entry for LaTeX users is

  @Article{,
    doi = {10.21105/joss.03167},
    url = {https://doi.org/10.21105/joss.03167},
    year = {2021},
    publisher = {{The Open Journal}},
    volume = {6},
    number = {61},
    pages = {3167},
    author = {Indrajeet Patil},
    title = {{Visualizations with statistical details: The {'ggstatsplot'} approach}},
    journal = {{Journal of Open Source Software}},
  }

Lifecycle:

The function ggcorrmat provides a quick way to produce publication-ready correlation matrix (aka correlalogram) plot. The function can also be used for quick data exploration. In addition to the plot, it can also be used to get a correlation coefficient matrix or the associated p-value matrix. Currently, the plot can display Pearson’s r (and its Bayesian version), Spearman’s rho, and robust correlation coefficient (Winsorized Pearson’s r). This function is a convenient wrapper around ggcorrplot::ggcorrplot function with some additional functionality.

We will see examples of how to use this function in this vignette with the gapminder and diamonds dataset.

To begin with, here are some instances where you would want to use ggcorrmat-

to easily visualize a correlation matrix using ggplot2
to quickly explore correlation between (all) numeric variables in the dataset

Correlation matrix plot with `ggcorrmat`

For the first example, we will use the gapminder dataset (available in eponymous package on CRAN) provides values for life expectancy, Gross Domestic Product (GDP) per capita, and population, every five years, from 1952 to 2007, for each of 142 countries and was collected by the Gapminder Foundation. Let’s have a look at the data-

library(gapminder)
library(dplyr)

dplyr::glimpse(gapminder)
#> Rows: 1,704
#> Columns: 6
#> $ country   <fct> "Afghanistan", "Afghanistan", "Afghanistan", "Afghanistan", …
#> $ continent <fct> Asia, Asia, Asia, Asia, Asia, Asia, Asia, Asia, Asia, Asia, …
#> $ year      <int> 1952, 1957, 1962, 1967, 1972, 1977, 1982, 1987, 1992, 1997, …
#> $ lifeExp   <dbl> 28.801, 30.332, 31.997, 34.020, 36.088, 38.438, 39.854, 40.8…
#> $ pop       <int> 8425333, 9240934, 10267083, 11537966, 13079460, 14880372, 12…
#> $ gdpPercap <dbl> 779.4453, 820.8530, 853.1007, 836.1971, 739.9811, 786.1134, …

Let’s say we are interested in studying correlation between population of a country, average life expectancy, and GDP per capita across countries only for the year 2007.

The simplest way to get a correlation matrix is to stick to the defaults-

## setup
set.seed(123)
library(ggstatsplot)

## select data only from the year 2007
gapminder_2007 <- dplyr::filter(gapminder::gapminder, year == 2007)

## producing the correlation matrix
ggcorrmat(
  data = gapminder_2007, ## data from which variable is to be taken
  cor.vars = lifeExp:gdpPercap ## specifying correlation matrix variables
)

This plot can be further modified with additional arguments-

ggcorrmat(
  data = gapminder_2007, ## data from which variable is to be taken
  cor.vars = lifeExp:gdpPercap, ## specifying correlation matrix variables
  cor.vars.names = c(
    "Life Expectancy",
    "population",
    "GDP (per capita)"
  ),
  type = "spearman", ## which correlation coefficient is to be computed
  lab.col = "red", ## label color
  ggtheme = ggplot2::theme_light(), ## selected ggplot2 theme
  ## turn off default ggestatsplot theme overlay
  matrix.type = "lower", ## correlation matrix structure
  colors = NULL, ## turning off manual specification of colors
  palette = "category10_d3", ## choosing a color palette
  package = "ggsci", ## package to which color palette belongs
  title = "Gapminder correlation matrix", ## custom title
  subtitle = "Source: Gapminder Foundation" ## custom subtitle
)

As seen from this correlation matrix, although there is no relationship between population and life expectancy worldwide, at least in 2007, there is a strong positive relationship between GDP, a well-established indicator of a country’s economic performance.

Given that there were only three variables, this doesn’t look that impressive. So let’s work with another example from ggplot2 package: the diamonds dataset. This dataset contains the prices and other attributes of almost 54,000 diamonds.

Let’s have a look at the data-

library(ggplot2)

dplyr::glimpse(ggplot2::diamonds)
#> Rows: 53,940
#> Columns: 10
#> $ carat   <dbl> 0.23, 0.21, 0.23, 0.29, 0.31, 0.24, 0.24, 0.26, 0.22, 0.23, 0.…
#> $ cut     <ord> Ideal, Premium, Good, Premium, Good, Very Good, Very Good, Ver…
#> $ color   <ord> E, E, E, I, J, J, I, H, E, H, J, J, F, J, E, E, I, J, J, J, I,…
#> $ clarity <ord> SI2, SI1, VS1, VS2, SI2, VVS2, VVS1, SI1, VS2, VS1, SI1, VS1, …
#> $ depth   <dbl> 61.5, 59.8, 56.9, 62.4, 63.3, 62.8, 62.3, 61.9, 65.1, 59.4, 64…
#> $ table   <dbl> 55, 61, 65, 58, 58, 57, 57, 55, 61, 61, 55, 56, 61, 54, 62, 58…
#> $ price   <int> 326, 326, 327, 334, 335, 336, 336, 337, 337, 338, 339, 340, 34…
#> $ x       <dbl> 3.95, 3.89, 4.05, 4.20, 4.34, 3.94, 3.95, 4.07, 3.87, 4.00, 4.…
#> $ y       <dbl> 3.98, 3.84, 4.07, 4.23, 4.35, 3.96, 3.98, 4.11, 3.78, 4.05, 4.…
#> $ z       <dbl> 2.43, 2.31, 2.31, 2.63, 2.75, 2.48, 2.47, 2.53, 2.49, 2.39, 2.…

Let’s see the correlation matrix between different attributes of the diamond and the price.

## for reproducibility
set.seed(123)

## let's use just 5% of the data to speed it up
ggcorrmat(
  data = dplyr::sample_frac(ggplot2::diamonds, size = 0.05),
  cor.vars = c(carat, depth:z), ## note how the variables are getting selected
  cor.vars.names = c(
    "carat",
    "total depth",
    "table",
    "price",
    "length (in mm)",
    "width (in mm)",
    "depth (in mm)"
  ),
  ggcorrplot.args = list(outline.color = "black", hc.order = TRUE)
)

We can make a number of changes to this basic correlation matrix. For example, since we were interested in relationship between price and other attributes, let’s make the price column to the the first column.

## for reproducibility
set.seed(123)

## let's use just 5% of the data to speed it up
ggcorrmat(
  data = dplyr::sample_frac(ggplot2::diamonds, size = 0.05),
  cor.vars = c(price, carat, depth:table, x:z), ## note how the variables are getting selected
  cor.vars.names = c(
    "price",
    "carat",
    "total depth",
    "table",
    "length (in mm)",
    "width (in mm)",
    "depth (in mm)"
  ),
  type = "spearman",
  title = "Relationship between diamond attributes and price",
  subtitle = "Dataset: Diamonds from ggplot2 package",
  colors = c("#0072B2", "#D55E00", "#CC79A7"),
  pch = "square cross",
  ## additional aesthetic arguments passed to `ggcorrmat`
  ggcorrplot.args = list(
    lab_col = "yellow",
    lab_size = 6,
    tl.srt = 90,
    pch.col = "white",
    pch.cex = 14
  )
) + ## modification outside `{ggstatsplot}` using `{ggplot2}` functions
  ggplot2::theme(
    axis.text.x = ggplot2::element_text(
      margin = ggplot2::margin(t = 0.15, r = 0.15, b = 0.15, l = 0.15, unit = "cm")
    )
  )

As seen here, and unsurprisingly, the strongest predictor of the diamond price is its carat value, which a unit of mass equal to 200 mg. In other words, the heavier the diamond, the more expensive it is going to be.

Dataframe containing statistics with `ggcorrmat`

Another utility of ggcorrmat is in obtaining a dataframe containing all details from statistical analyses. Such dataframes can be easily embedded in manuscripts as tables.

## for reproducibility
set.seed(123)

## to get correlations
ggcorrmat(
  data = dplyr::sample_frac(ggplot2::txhousing, size = 0.15),
  cor.vars = sales:inventory,
  output = "dataframe",
  type = "robust",
  digits = 3
)
#> # A tibble: 10 × 11
#>    parameter1 parameter2 estimate conf.level conf.low conf.high statistic
#>    <chr>      <chr>         <dbl>      <dbl>    <dbl>     <dbl>     <dbl>
#>  1 sales      volume        0.983       0.95    0.981     0.985    185.  
#>  2 sales      median        0.478       0.95    0.433     0.521     18.8 
#>  3 sales      listings      0.885       0.95    0.872     0.898     62.7 
#>  4 sales      inventory    -0.457       0.95   -0.503    -0.409    -16.9 
#>  5 volume     median        0.575       0.95    0.536     0.612     24.3 
#>  6 volume     listings      0.876       0.95    0.862     0.889     59.8 
#>  7 volume     inventory    -0.437       0.95   -0.484    -0.388    -16.0 
#>  8 median     listings      0.428       0.95    0.378     0.475     15.6 
#>  9 median     inventory    -0.193       0.95   -0.250    -0.135     -6.47
#> 10 listings   inventory    -0.170       0.95   -0.228    -0.112     -5.69
#>    df.error   p.value method                         n.obs
#>       <int>     <dbl> <chr>                          <int>
#>  1     1202 0         Winsorized Pearson correlation  1204
#>  2     1195 1.21e- 68 Winsorized Pearson correlation  1197
#>  3     1083 0         Winsorized Pearson correlation  1085
#>  4     1080 2.55e- 56 Winsorized Pearson correlation  1082
#>  5     1195 1.45e-105 Winsorized Pearson correlation  1197
#>  6     1083 0         Winsorized Pearson correlation  1085
#>  7     1080 3.39e- 51 Winsorized Pearson correlation  1082
#>  8     1083 4.17e- 49 Winsorized Pearson correlation  1085
#>  9     1080 2.94e- 10 Winsorized Pearson correlation  1082
#> 10     1080 1.68e-  8 Winsorized Pearson correlation  1082

Note that if cor.vars are not specified, all numeric variables will be used. Moreover, you can also use abbreviations to specify what output you want in return. Additionally, one can also carry out partial correlation analysis:

## for reproducibility
set.seed(123)
options(pillar.sigfig = 4)

## getting the correlation coefficient matrix
ggcorrmat(
  data = iris, ## all numeric variables from data will be used
  type = "np", ## non-parametric
  partial = TRUE,
  output = "dataframe"
)
#> # A tibble: 6 × 10
#>   parameter1   parameter2   estimate conf.level conf.low conf.high statistic
#>   <chr>        <chr>           <dbl>      <dbl>    <dbl>     <dbl>     <dbl>
#> 1 Sepal.Length Sepal.Width    0.6157       0.95   0.5017    0.7087   216164.
#> 2 Sepal.Length Petal.Length   0.6817       0.95   0.5822    0.7610   179048.
#> 3 Sepal.Length Petal.Width   -0.3036       0.95  -0.4461   -0.1460   733226.
#> 4 Sepal.Width  Petal.Length  -0.6339       0.95  -0.7232   -0.5237   919030.
#> 5 Sepal.Width  Petal.Width    0.3624       0.95   0.2100    0.4975   358655.
#> 6 Petal.Length Petal.Width    0.8626       0.95   0.8134    0.8995    77303.
#>     p.value method               n.obs
#>       <dbl> <chr>                <int>
#> 1 1.528e-16 Spearman correlation   150
#> 2 3.937e-21 Spearman correlation   150
#> 3 1.591e- 4 Spearman correlation   150
#> 4 1.249e-17 Spearman correlation   150
#> 5 1.039e- 5 Spearman correlation   150
#> 6 7.322e-45 Spearman correlation   150

Grouped analysis with `grouped_ggcorrmat`

What if we want to do the same analysis separately for each quality of the diamond cut (Fair, Good, Very Good, Premium, Ideal)?

ggstatsplot provides a special helper function for such instances: grouped_ggcorrmat. This is merely a wrapper function around combine_plots. It applies ggcorrmat across all levels of a specified grouping variable and then combines list of individual plots into a single plot. Note that the grouping variable can be anything: conditions in a given study, groups in a study sample, different studies, etc.

## for reproducibility
set.seed(123)

## plot
grouped_ggcorrmat(
  ## arguments relevant for `ggcorrmat`
  data = ggplot2::diamonds,
  type = "bayes", ## Bayesian test
  grouping.var = cut,
  ## arguments relevant for `combine_plots`
  plotgrid.args = list(nrow = 3),
  annotation.args = list(
    tag_levels = "a",
    title = "Relationship between diamond attributes and price across cut",
    caption = "Dataset: Diamonds from ggplot2 package"
  )
)

Note that this function also makes it easy to run the same correlation matrix across different levels of a factor/grouping variable.

## for reproducibility
set.seed(123)

## let's obtain correlation coefficients with their CIs
grouped_ggcorrmat(
  data = ggplot2::msleep,
  cor.vars = sleep_total:awake,
  grouping.var = vore,
  output = "dataframe"
)
#> # A tibble: 24 × 12
#>    vore  parameter1  parameter2  estimate conf.level conf.low conf.high
#>    <chr> <chr>       <chr>          <dbl>      <dbl>    <dbl>     <dbl>
#>  1 carni sleep_total sleep_rem     0.9189       0.95   0.6864    0.9810
#>  2 carni sleep_total sleep_cycle   0.3764       0.95  -0.7574    0.9449
#>  3 carni sleep_total awake        -1.000        0.95  -1.000    -1.000 
#>  4 carni sleep_rem   sleep_cycle   0.1216       0.95  -0.8521    0.9066
#>  5 carni sleep_rem   awake        -0.9189       0.95  -0.9810   -0.6865
#>  6 carni sleep_cycle awake        -0.3764       0.95  -0.9449    0.7574
#>  7 herbi sleep_total sleep_rem     0.8610       0.95   0.7012    0.9385
#>  8 herbi sleep_total sleep_cycle  -0.7148       0.95  -0.9138   -0.2389
#>  9 herbi sleep_total awake        -1            0.95  -1        -1     
#> 10 herbi sleep_rem   sleep_cycle  -0.4070       0.95  -0.7952    0.2178
#>    statistic df.error    p.value method              n.obs
#>        <dbl>    <int>      <dbl> <chr>               <int>
#>  1  6.589e+0        8 8.564e-  4 Pearson correlation    10
#>  2  7.038e-1        3 1    e+  0 Pearson correlation     5
#>  3 -1.386e+3       17 1.284e- 43 Pearson correlation    19
#>  4  2.122e-1        3 1    e+  0 Pearson correlation     5
#>  5 -6.589e+0        8 8.564e-  4 Pearson correlation    10
#>  6 -7.038e-1        3 1    e+  0 Pearson correlation     5
#>  7  7.942e+0       22 3.330e-  7 Pearson correlation    24
#>  8 -3.232e+0       10 2.697e-  2 Pearson correlation    12
#>  9 -3.676e+8       30 1.363e-235 Pearson correlation    32
#> 10 -1.409e+0       10 1.891e-  1 Pearson correlation    12
#> # … with 14 more rows

Grouped analysis with `ggcorrmat` + `{purrr}`

Although grouped_ function is good for quickly exploring the data, it reduces the flexibility with which this function can be used. This is the because the common parameters used are applied to plots corresponding to all levels of the grouping variable and there is no way to customize the arguments for different levels of the grouping variable. We will see how this can be done using the purrr package.

See the associated vignette here: https://indrajeetpatil.github.io/ggstatsplot/articles/web_only/purrr_examples.html

Summary of graphics

graphical element	`geom_` used	argument for further modification
correlation matrix	`ggcorrplot::ggcorrplot`	`ggcorrplot.args`

Summary of tests

Hypothesis testing and Effect size estimation

Type	Test	CI?	Function used
Parametric	Pearson’s correlation coefficient	✅	`correlation::correlation`
Non-parametric	Spearman’s rank correlation coefficient	✅	`correlation::correlation`
Robust	Winsorized Pearson correlation coefficient	✅	`correlation::correlation`
Bayesian	Pearson’s correlation coefficient	✅	`correlation::correlation`

Suggestions

If you find any bugs or have any suggestions/remarks, please file an issue on GitHub: https://github.com/IndrajeetPatil/ggstatsplot/issues

Indrajeet Patil

2022-05-27

Correlation matrix plot with ggcorrmat

Dataframe containing statistics with ggcorrmat

Grouped analysis with grouped_ggcorrmat