, titles=None, ncols=None, normcolor=False, xnames=None, ynames=None, fig=None, cmap='RdYlBu_r')[source]

Create a grid of correlation plots.

The individual correlation plots are assumed to all have the same variables, axis labels can be specified only once.

  • dcorrs (list or iterable of ndarrays) – List of correlation matrices.

  • titles (list of str, optional) – List of titles for the subplots. By default no title are shown.

  • ncols (int, optional) – Number of columns in the subplot grid. If not given, the number of columns is determined automatically.

  • normcolor (bool or tuple, optional) – If False (default), then the color coding range corresponds to the range of dcorr. If True, then the color range is normalized to (-1, 1). If this is a tuple of two numbers, then they define the range for the color bar.

  • xnames (list of str, optional) – Labels for the horizontal axis. If not given (None), then the matplotlib defaults (integers) are used. If it is an empty list, [], then no ticks and labels are added.

  • ynames (list of str, optional) – Labels for the vertical axis. Works the same way as xnames. If not given, the same names as for xnames are re-used.

  • fig (Matplotlib figure instance, optional) – If given, this figure is simply returned. Otherwise a new figure is created.

  • cmap (str or Matplotlib Colormap instance, optional) – The colormap for the plot. Can be any valid Matplotlib Colormap instance or name.


fig – If ax is None, the created figure. Otherwise the figure to which ax is connected.

Return type

Matplotlib figure instance


>>> import numpy as np
>>> import matplotlib.pyplot as plt
>>> import statsmodels.api as sm

In this example we just reuse the same correlation matrix several times. Of course in reality one would show a different correlation (measuring a another type of correlation, for example Pearson (linear) and Spearman, Kendall (nonlinear) correlations) for the same variables.

>>> hie_data = sm.datasets.randhie.load_pandas()
>>> corr_matrix = np.corrcoef(
>>>[corr_matrix] * 8, xnames=hie_data.names)

..plot :: plots/