# corrplot

Plot variable correlations

## Syntax

## Description

`corrplot(`

creates a matrix of plots showing correlations among pairs of variables in `X`

)`X`

. Histograms of the variables appear along the matrix diagonal; scatter plots of variable pairs appear in the off diagonal. The slopes of the least-squares reference lines in the scatter plots are equal to the displayed correlation coefficients.

`corrplot(`

uses additional options specified by one or more name-value pair arguments. For example, `X`

,`Name,Value`

)`corrplot(X,'type','Spearman','testR','on')`

computes Spearman’s rank correlation coefficient and tests for significant correlation coefficients.

returns the correlation matrix of `R`

= corrplot(___)`X`

displayed in the plots using any of the input argument combinations in the previous syntaxes.

`corrplot(`

plots on the axes specified by `ax`

,___)`ax`

instead
of the current axes (`gca`

). `ax`

can precede any of the input
argument combinations in the previous syntaxes.

## Examples

## Input Arguments

## Output Arguments

## Tips

The option

`'rows','pairwise'`

, which is the default, can return a correlation matrix that is not positive definite. The`'complete'`

option always returns a positive-definite matrix, but in general the estimates are based on fewer observations.Use

`gname`

to identify points in the plots.

## Algorithms

The software computes:

*p*-values for Pearson’s correlation by transforming the correlation to create a*t*-statistic with`numObs`

– 2 degrees of freedom. The transformation is exact when`X`

is normal.*p*-values for Kendall’s and Spearman’s rank correlations using either the exact permutation distributions (for small sample sizes) or large-sample approximations.*p*-values for two-tailed tests by doubling the more significant of the two one-tailed*p*-values.

## See Also

`collintest`

| `corr`

| `gname`

**Introduced in R2012a**