A correlation matrix such as the above provides the statistical correlation values for variables down a row and across a column. The diagonal down the middle will be the correlation of 1, since that is the same variable on each side. The two triangles formed by this red correlation line are mirrors of one another. The user is able to compare correlation values between the variable in the squares that are not on the diagonal.
This correlation matrix is from a study on gene expression patterns and potentially developing a model that relates to humans and cancer. "From Genome to Phenome:Here is Looking at You and Your Cancers", Antonio Reverter, Wes Barris, Sean McWilliam, Greg Harper and Brian Dalrymple. It is a "Correlation matrix for a subset of the top 100 cancer genes. Thick lines indicate blocks: A for extracellular matrix; B for nucleus and cell progression; C for actin cytoskeleton; D for fatty acid metabolism and E for glutamine/glutathioine/oxidative. stress (png file)." The grouping of the seven extracellular matrix genes in the top left corner all have a high degree of positive correlation to one another, and four of the nucleus & cell progression genes do.
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