How can I combine two correlation matrices (corrplot)?

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Agata Nyga 2018-1-19

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回答： Swaraj 2023-2-10

Is there a way to combine upper correlation matrix with lower correlation matrix of two different sets of data? I´ve been trying to figure it out and at this moment can only do it manually, which is not efficient....

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Caspar Gevaerts 2023-2-7

You can add the upper and lower triangular matrices.

X = rand(5,10);

Y = rand(5,10);

CorrCombined = triu(corr(X),1) + tril(corr(Y))

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Answer 1

Swaraj 2023-2-10

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The corr function is used to calculate the correlation matrix of each dataset, and the triu and tril functions are used to extract the upper and lower triangular matrices, respectively.

Here's an example to clarify this:

X = rand(1,10);
Y = rand(1,10);
R1 = corr(X);
R2 = corr(Y);
% Combine the matrices
CorrCombined = triu(R1,1) + tril(R2);
% Add the diagonal elements of the original correlation matrices
CorrCombined = CorrCombined + diag(diag(R1)) + diag(diag(R2));