Corrplot shows insignificant correlation coefficients even if insig = "blank" is set

I like to use a correlation plot using a function corrplot

with the correlation coefficients printed in the cells (using addCoef.col

and addCoefasPercent = TRUE

). I would also like to remove minor correlations from the graph (using insig = "blank"

). The problem is that this only works for the background color, but not for the coefficient itself, so the coefficient itself is still being printed! Cm:

set.seed(123)
par(cex=0.8) # trick for cor. coef font size, see http://stackoverflow.com/q/26574054/684229
col1 <-rainbow(100, s = 1, v = 1, start = 0, end = 0.9, alpha = 1)
test <- matrix(data=rnorm(400),nrow=20,ncol=20)


cor.mtest <- function(mat, conf.level = 0.95){
    mat <- as.matrix(mat)
    n <- ncol(mat)
    p.mat <- lowCI.mat <- uppCI.mat <- matrix(NA, n, n)
    diag(p.mat) <- 0
    diag(lowCI.mat) <- diag(uppCI.mat) <- 1
    for(i in 1:(n-1)){
        for(j in (i+1):n){
            tmp <- cor.test(mat[,i], mat[,j], conf.level = conf.level)
            p.mat[i,j] <- p.mat[j,i] <- tmp$p.value
            lowCI.mat[i,j] <- lowCI.mat[j,i] <- tmp$conf.int[1]
            uppCI.mat[i,j] <- uppCI.mat[j,i] <- tmp$conf.int[2]
        }
    }
    return(list(p.mat, lowCI.mat, uppCI.mat))
}

cor1 <- cor.mtest(test, 0.95)

corrplot(cor(test), p.mat = cor1[[1]], insig = "blank", method = "color", addCoef.col="grey", 
    order = "AOE", tl.cex = 1/par("cex"),
    cl.cex = 1/par("cex"), addCoefasPercent = TRUE)

      

Now you can see the coefficients are being printed for nonessential cells as well:

enter image description here

To see which cells are irrelevant, you can use this command:

corrplot(cor(test), p.mat = cor1[[1]], insig = "pch", method = "color", addCoef.col="grey", 
    order = "AOE", tl.cex = 1/par("cex"),
    cl.cex = 1/par("cex"), addCoefasPercent = TRUE)

      

Perhaps this is a bug in the corrplot package?

How can I get rid of printing coefficient in minor cells?

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2 answers


You need to do a little work for this. You need to define the color vector manually for p-values, which is passed toaddCoef.col

If you ordered in alphabetical order, that's straightforward

mycol <- ifelse(c(cor1[[1]] < 0.05), "black", "white")

corrplot(cor(test), p.mat = cor1[[1]] , insig = "blank", method = "color", 
         addCoef.col=mycol ,
         order = "original", tl.cex = 1/par("cex"), 
         cl.cex = 1/par("cex"), addCoefasPercent = TRUE)

      

But since you want to order by eigenvalues, you need to compute the order outside the function corrplot

ord <-   corrMatOrder(cor(test), order="AOE")
M <- cor(test)[ord, ord]

pval <- psych::corr.test(data.frame(test), adjust="none")$p[ord, ord]
mycol <- ifelse(c(pval < 0.05), "black", "white")


corrplot(M, p.mat = pval , insig = "blank", method = "color", addCoef.col=mycol ,
         order = "original", tl.cex = 1/par("cex"), 
         cl.cex = 1/par("cex"), addCoefasPercent = TRUE)

      



enter image description here


EDIT re @Masi comments

To update the limits on the color bar, set the limits with cl.lim

 corrplot(cor(test), p.mat = cor1[[1]] , insig = "blank", method = "color", 
       addCoef.col=mycol , addCoefasPercent=TRUE, 
       order = "original", cl.lim = c(-100, 100))

      

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If you are not too picky, you can also leave the background set white and make yours addCoef.col = "white"

instead of "grey"

how you originally did it. This would eliminate the need for ordering and ifelse operations.



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