plot_correlations function

Plot correlation between metrics

Plots a heatmap of correlations between different metrics.

plot_correlations(correlations, digits = NULL)

Arguments

• correlations: A data.table of correlations between scores as produced by get_correlations().
• digits: A number indicating how many decimal places the correlations should be rounded to. By default (digits = NULL) no rounding takes place.

Returns

A ggplot object showing a coloured matrix of correlations between metrics.

A ggplot object with a visualisation of correlations between metrics

Examples

library(magrittr) # pipe operator
scores <- example_quantile %>%
  as_forecast_quantile %>%
  score()
correlations <- scores %>%
  summarise_scores() %>%
  get_correlations()
plot_correlations(correlations, digits = 2)