book - visualizing correlation matrices - WIP

notebooks/noj_book/visualizing_correlation_matrices.clj

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+;; # Visualizing correlation matrices (experimental 🛠) - DRAFT
+
+;; This tutorial explores various ways to visualize a correlation matrix
+;; as a heatmap.
+;; It is inspired by the discussion at the [Clojurians Zulip chat](https://scicloj.github.io/docs/community/chat/):
+;; [#data-science > correlation matrix plot ?](https://clojurians.zulipchat.com/#narrow/stream/151924-data-science/topic/correlation.20matrix.20plot.20.3F)
+
+;; author: Daniel Slutsky
+
+(ns noj-book.visualizing-correlation-matrices
+  (:require [fastmath.stats]
+            [tablecloth.api :as tc]
+            [noj-book.datasets]))
+
+;; ## Auxiliary functions
+
+;; Rounding numbers:
+
+(defn round
+  [n scale rm]
+  (.setScale ^java.math.BigDecimal (bigdec n)
+             (int scale)
+             ^RoundingMode (if (instance? java.math.RoundingMode rm)
+                             rm
+                             (java.math.RoundingMode/valueOf
+                              (str (if (ident? rm) (symbol rm) rm))))))
+
+;; For example (see [RoundingMode](https://docs.oracle.com/javase/8/docs/api/java/math/RoundingMode.html))
+
+(round (/ 2.0 3) 2 :DOWN)
+(round (/ 2.0 3) 2 :UP)
+(round (/ 2.0 3) 2 :HALF_EVEN)
+
+;; ## Computing a correlation matrix and representing it as a dataset:
+
+(defn correlations-dataset [data columns-to-use]
+  (let [matrix (->> columns-to-use
+                    (mapv #(get data %))
+                    fastmath.stats/correlation-matrix)]
+    (->> matrix
+         (map-indexed
+          (fn [i row]
+            (prn [i])
+            (let [coli (columns-to-use i)]
+              (->> row
+                   (map-indexed
+                    (fn [j corr]
+                      (prn [i j])
+                      (let [colj (columns-to-use j)]
+                        {:i i
+                         :j j
+                         :coli coli
+                         :colj colj
+                         :corr corr
+                         :corr-str (format "%.02f" corr)})))))))
+         (apply concat)
+         tc/dataset)))
+
+;; For example:
+(-> noj-book.datasets/iris
+    (correlations-dataset [:sepal-length :sepal-width :petal-length :petal-width]))