The ggcorrplot package can be used to visualize easily a correlation matrix using ggplot2. It provides a solution for reordering the correlation matrix and displays the significance level on the ...

The ggcorrplot package can be used to visualize easily a correlation matrix using ggplot2. It provides a solution for reordering the correlation matrix and displays the significance level on the ...

This paper discusses portfolio construction for investing in N given assets, eg, constituents of the Dow Jones Industrial Average (DJIA) or large cap stocks, based on partitioning the investment ...

Additionally, the cor function can be used to calculate the correlation matrix between multiple variables. Finally, the ggplot2 package can be used to create scatter plots with added regression ...

We introduce and theoretically study the convergence behavior of iterative matrix correlation computation and show how it can be leveraged to derive a novel bisection clustering algorithm with unique ...

Recently, the correlation matrix is used for dimension reduction by combining the greedy modular eigenspace and the positive Boolean function. However, it is hard to determine the threshold values for ...