[R] How to measure correlations in terms of distance and draw them on a 2-dimmentional plot?

weijian21cn wliang at stern.nyu.edu
Wed Aug 18 23:47:05 CEST 2010


Probably I put it too complicated.

I just try to draw 10 points on a plot. Each point stand for one variable.
If two variables are highly correlated, the corresponding dots are to be
drawn closer. Say, variable X1, X2, X3, are highly correlated among them, so
they will be clustered; variables X4, X5, X6 are not much correlated with
X1,X2, X3, so X4-X5 are drawn far away from X1-X3.

In addition, if corr(X1, X2) > corr(X2,X3), the plot can show distance(X1,
X2) < distance(X2, x3).

Do you know if R has such a package? Or I may use some plot function from
cluster analysis?

Thank you!

Weijian
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