Plot: Correlation heatmap / Observable

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May 10, 2023

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Plot: Correlation heatmap

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Plot

Plot.plot({

marginLeft: 100,

label: null,

color: { scheme: "rdylbu", pivot: 0, legend: true, label: "correlation" },

marks: [

Plot.cell(correlations, { x: "a", y: "b", fill: "correlation" }),

Plot.text(correlations, {

x: "a",

y: "b",

text: (d) => d.correlation.toFixed(2),

fill: (d) => (Math.abs(d.correlation) > 0.6 ? "white" : "black")

})

]

})

correlations = d3.cross(fields, fields).map(([a, b]) => ({

correlation: corr(Plot.valueof(data, a), Plot.valueof(data, b))

}))

// https://en.wikipedia.org/wiki/Correlation#Sample_correlation_coefficient

function corr(x, y) {

const n = x.length;

if (y.length !== n)

throw new Error("The two columns must have the same length.");

const x_ = d3.mean(x);

const y_ = d3.mean(y);

const XY = d3.sum(x, (_, i) => (x[i] - x_) * (y[i] - y_));

const XX = d3.sum(x, (d) => (d - x_) ** 2);

const YY = d3.sum(y, (d) => (d - y_) ** 2);

return XY / Math.sqrt(XX * YY);

}

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