mcorr.m

function varargout= mcorr(X,varargin)
%MCORR Multi-plot of all correlations between columns of a matrix
% MCORR (X) plots correlations between all possible combinations of the
% columns of array X, in a single figure. If the first argument is the 
% name of a file in the current directory, mcorr reads 
% it (including variable names in the first row) as X. Otherwise it is
% assumed that the first argument is an array, in which case consecutive 
% numbers will be used as variable names. If there is a second (numeric) 
% argument, mcorr will plot only the columns indicated in the second argument.
% The frequency distribution of each variable is plotted in the main
% diagonal with HIST using n/20 bins.
% It is unpractical to try to plot more than, say, 8 variables, since each
% individual plot becomes too small.
%
% OUTPUT= MCORR (X,'sig',ALPHA) calculates the correlation coefficient between
% each pair of columns and, if the correlation is sgnificant at the ALPHA
% level, points are plotted in red and the column numbers, corr. coefficient
% and p-value are returned in the OUTPUT array. Requires Statistical Toolbox
% 
% OUTPUT= MCORR (X,...,'corr',CORTYPE) specifies the type of correlation,
% allowed values are 'Pearson' (default), 'Spearman' and 'Kendall'
%
% EXAMPLES:
% mcorr ('myfile')
% mcorr ('myfile',[1:5])
% mcorr (X,[3:6])
% output= mcorr (X,'sig',0.05)
%
% Last modified: Jun. 2012


if nargin < 1 error ('Need at least 1 argument: name of file or array'); end
color= [0 0 0];
output= [];
alpha= 0.05;
plotit= 'on';
corrtype= 'Pearson';

% Its a file => Read. Else is a matrix
if ischar(X) && ~isempty(dir(X)) 
	[A,varnames]= tblread(X);
else
	A= X;
 	varnames= num2cell(1:size(A,2));
end

% Optional arguments
for j= 1:2:length(varargin)
	string= lower(varargin{j});
	switch string(1:min(3,length(string)))
		case 'col'
			columns= varargin{j+1};
			A= A(:,columns);
			varnames= varnames(varargin{j+1});
		case 'sig'
			pearson= 1;
			alpha= varargin{j+1};
		case 'plo'
			plotit= varargin{j+1};
		case 'cor'
			corrtype= varargin{j+1};
		otherwise
			error('MCORR Unknown parameter name');
	end
end

[nrow,ncol]= size(A);


% Function
for j= 1:ncol
for k= 1:j

	% Correlation
	if j ~= k
		[rho,pval]= corr(A(:,k),A(:,j), 'type',corrtype);
		if pval < alpha
			color= [1 0 0];
			output= [output;k,j,rho,pval];
		else
			color= [.5 .5 .5]; 
		end
	end

	if strcmp(plotit,'on')
		subplot(ncol,ncol,(j-1)*ncol+k);

		% Correlation plot or histogram
		if j ~= k
			plot(A(:,k),A(:,j),'.','MarkerSize',5,'MarkerEdgeColor',color);
		else
			hist(A(:,j),nrow/20); % N/20 bins
		end

		% Colors and fonts
		h = findobj(gca,'Type','patch');
		set(h,'FaceColor',[.2 .4 1],'EdgeColor','none')
		set (gca,'FontSize',6);
		if k == 1 ylabel(varnames(j),'FontSize',7); end
		if j == ncol xlabel(varnames(k),'FontSize',7); end
	end


end
end

varargout{1}= output;