plot_correlation_matrix

pyapprox.multifidelity.plot_correlation_matrix(corr_matrix, ax=None, model_names=None, format_string='{:1.3f}', cmap='jet', nqoi=1, label_fontsize=16)

Plot a correlation matrix

Parameters:

corr_matrixnp.ndarray (nvars, nvars)

The correlation between a set of random variabels