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R Data Analysis Cookbook - Second Edition by Kuntal Ganguly

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Plotting a correlations matrix

A correlation matrix is used to investigate the dependence between multiple variables at the same time. The result is a table containing the correlation coefficients between each variable and the others. Plotting the correlation matrix helps us understand the relationship among different variables, and often provides us with good information about feature/variable selection or about eliminating redundant features before doing further data analysis.

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