InspectCorrelation function

Inspect the Correlation

Inspects the correlation between two given features using density scatter plots.

InspectCorrelation(X, Y, DensityEstimation = "SDH",

CorMethod = "spearman", na.rm = TRUE,

SampleSize = round(sqrt(5e+08), -3),

NrOfContourLines = 20, Plotter = "native",

DrawTopView = T, xlab, ylab,

main = "Spearman correlation coef.:", xlim, ylim, 

Legendlab_ggplot = "value", ...)

Arguments

• X: Numeric vector [1:n], first feature (for x axis values)
• Y: Numeric vector [1:n], second feature (for y axis values)
• DensityEstimation: "SDH" is very fast but maybe not correct, "PDE" is slow but proably more correct.
• CorMethod: method of correlation of the cor function, One of "pearson" (default), "kendall", or "spearman
• SampleSize: Numeric, positiv scalar, maximum size of the sample used for calculation. High values increase runtime significantly. The default is that no sample is drawn
• na.rm: Function may not work with non finite values. If these cases should be automatically removed, set parameter TRUE
• NrOfContourLines: Numeric, number of contour lines to be drawn. 20 by default.
• Plotter: String, name of the plotting backend to use. Possible values are: "native", "ggplot", "plotly"
• DrawTopView: Boolean, True means contur is drawn, otherwise a 3D plot is drawn. Default: TRUE
• xlab: String, title of the x axis. Default: "X", see plot() function
• ylab: String, title of the y axis. Default: "Y", see plot() function
• main: string, the same as "main" in plot() function
• xlim: see plot() function
• ylim: see plot() function
• Legendlab_ggplot: String, in case of Plotter="ggplot" label for the legend. Default: "value"
• ...: Density specifc parameters, for PDEscatter() or SDH (nbins,lambda,Xkernels,Ykernel))

Details

Example shows that features with high correlation coefficient do not correlate because of bimodality.

Returns

plotting handler

References

[Thrun/Ultsch, 2018] Thrun, M. C., & Ultsch, A. : Effects of the payout system of income taxes to municipalities in Germany, in Papiez, M. & Smiech,, S. (eds.), Proc. 12th Professor Aleksander Zelias International Conference on Modelling and Forecasting of Socio-Economic Phenomena, pp. 533-542, Cracow: Foundation of the Cracow University of Economics, Cracow, Poland, 2018.

Author(s)

Michael Thrun

See Also

DensityScatter

Examples

data(ITS)
data(MTY)
Inds=which(ITS<900&MTY<8000)

InspectCorrelation(ITS[Inds],MTY[Inds])