Color Map on Correlations creation
I have been trying to understand better the 'Color Map on Correlations' plot which is part of the DOE Design Evaluation but I haven' been able to find out too much about how it is made. The best I can figure out is that it is a scaled/transformed version of the variance-covariance matrix inv(X'*X). Could anyone point me to some literature or documentation on the subject?
albiruni81
David_Burnham
dale_lehman