Comments (6)
In Seaborn, they have the diagonal correlation matrix visualization
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dibs
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What is the rank 2d in this context, and what does it have to do with the diagonal correlation matrix?
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Rank 2D is basically the same thing as the diagonal correlation matrix, but you can rank by anything, not just Pearson. Feel free to take this on using the API, but I might implement a rough version for some demo stuff I'm doing today.
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http://jpktd.blogspot.ca/2012/06/non-linear-dependence-measures-distance.html
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A basic implementation of this is up with pcolormesh
and Pearson and Covariance ranking but it needs to be improved more.
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