I agree it would be great to sort the variables in a correlation
matrix to make it easier to read and see patterns. I don't know any
functions for doing that. If it were my problem, I might "order" the
variables by their first principal component. There may also be some
cluster analysis way to do that, but I don't know it well enough to say.
Hope this helps.
Spencer Graves
vincent at 7d4.com wrote:> Dear all,
>
> I'm currently working on correlation matrix.
> The function image() is quite useful for visualization.
>
> Before using image(), I'd like to sort the matrix rows/columns,
> in order to make the matrix the more monotonous/smooth possible.
>
> Before reinventing the wheel, is there somebody here aware if
> such a function already exists ?
>
> Thanks.
>
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