2D correlation plot matrix with shapes

Question

Is there a straightforward way to create a correlation plot matrix similar to the figure below?

The image is an example of R's corrplot package using circles, which also offers other shapes and colour schemes to draw these plots. Ideally I'd like to do this with tikz/pgfplots.

An example of the kind of data I want to plot in a table format. The first two columns are the X and Y labels, the third contains the values (which, for example, would be represented as the circles' radii):

X   Y   value

0.7 0   0.80
1.5 0   0.80
3.8 0   0.80
9.9 0   0.80
19.7    0   0.80

0.7 1   0.61
1.5 1   0.61
3.8 1   0.64
9.9 1   0.62
19.7    1   0.61

0.7 2   0.53
1.5 2   0.54
3.8 2   0.57
9.9 2   0.53
19.7    2   0.52

0.7 5   0.52
1.5 5   0.52
3.8 5   0.55
9.9 5   0.49
19.7    5   0.49

0.7 10  0.52
1.5 10  0.53
3.8 10  0.56
9.9 10  0.50
19.7    10  0.50

What does your input data look like? Do you have a table of pre-calculated correlation coefficients (then it's easy), or do you want PGFPlots to calculate the coefficients (much harder and slower)? — Jake, Feb 25 '16 at 09:51
Could you include a sample of what your data format looks like (is it a matrix or a list)? — Jake, Feb 25 '16 at 10:00
Here is another related way to present a matrix-data diagram: http://tex.stackexchange.com/questions/135892/any-package-for-matrix-diagram — Steven B. Segletes, Feb 26 '16 at 00:23

score 7 · Accepted Answer · answered Feb 25 '16 at 19:03

Here's a way to achieve this:

\documentclass[border=5mm]{standalone}
\usepackage{pgfplots}
\usepgfplotslibrary{colorbrewer}
\begin{document}

\begin{tikzpicture}
\begin{axis}[
    axis equal image, % We want a square grid, not a rectangular one
    scatter, % This activates the color mapping
    colormap/viridis, % Choose the colormap
    colorbar, % Add a legend
    point meta min=0,
    point meta max=1,
    grid=minor, % Grid lines between the intervals
    minor tick num=1, % One minor tick per interval
    tickwidth=0pt, % Don't draw the major tick marks
    y dir=reverse, % Y increases downward
    xticklabel pos=right, % X axis labels go to the top
    enlargelimits={abs=0.5}, % Add half a unit on all sides
    scatter/@pre marker code/.append code={% A bit of magic for scaling the circles in axis units
      \pgfplotstransformcoordinatex{sqrt(abs(\pgfplotspointmeta))}% Area scales with the square of the radius
      \scope[mark size=\pgfplotsunitxlength*\pgfmathresult/2, fill=mapped color]
    },
    scatter/@post marker code/.append code={%
      \endscope%
    }
]
\addplot +[
    point meta=explicit, % We'll provide values for the color and size
    only marks, % No lines between the points
    ] table [
    x expr={int(mod(\coordindex+0.01,5))}, % The position depends on the coordinate index, not the X or Y values
    y expr={int((\coordindex+0.01)/5))},
    meta=value
] {
X   Y   value

0.7 0   0.80
1.5 0   0.80
3.8 0   0.80
9.9 0   0.5
19.7    0   0.08

0.7 1   0.61
1.5 1   0.61
3.8 1   0.64
9.9 1   0.62
19.7    1   0.61

0.7 2   0.53
1.5 2   0.54
3.8 2   0.57
9.9 2   0.53
19.7    2   0.52

0.7 5   0.52
1.5 5   0.52
3.8 5   0.55
9.9 5   0.49
19.7    5   0.49

0.7 10  0.52
1.5 10  0.53
3.8 10  0.56
9.9 10  0.50
19.7    10  0.50
};
\end{axis}
\end{tikzpicture}
\end{document}

That looks very nice! I'd have to do a bit of tweaking to get the labels to show the coordinates in the data while not modifying the positions, but otherwise it seems straightforward. Thanks! — freieschaf, Feb 26 '16 at 18:21
@Jake: I really like your Heatmap. I managed to adapt it to a 3x3 design but would also like to use it with a 4x8 layout. Could you please provide an explanation or example? I am not fully grasping the coordindex. Thanks!! — poebelchen, Apr 11 '21 at 19:49
@poebelchen Sorry for the lack of response. I don't have a working LaTeX installation, so I can't help at the moment. I think your best bet is to post a new question referencing this answer. — Jake, Apr 14 '21 at 19:19

2D correlation plot matrix with shapes

1 Answers1