R_chart.Correlation

The chart.Correlation() function from the PerformanceAnalytics package produces a very nice scatterplot matrix, with histograms, kernel density overlays, absolute correlations, and significance asterisks (0.05, 0.01, 0.001).

mydata <- mtcars[, c(1,3,4,5,6)]
# plot the data
library(PerformanceAnalytics)
chart.Correlation(mydata)

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