Significance circle in correlation matrix

[#1]

Hello, I'm sending you a message regarding the correlation matrix
It is possible to display circles of significance in this matrix (as below in the photo)

Inside these circles is displayed the correlation value between two variables and the color corresponds to a more or less strong correlation
However, I don't understand the size of the circles and the scale used (log10 (pvalue))
Does anyone have an explanation? I did not find anything on the community

Thank you

[#2 · Accepted solution]

Definitely not sure about this but:

Significance Circles

Shows or hides correlation circles in the upper right triangle of the scatterplot matrix. The color of each circle represents the correlation between each pair of variables on a scale from red (+1) to blue (-1). The size of each circle represents the significance test between the variables. A larger circle indicates a more significant relationship.

Scatterplot Matrix 

[#3]

@jthi Points you towards the current solution in JMP 15.2 for the creation of your correlation circles.  You can find it under Analyze pull down menu.

It can produce output close to what you want

Lacking is the consistent circle size and the -log circles.  JMP 16 will bring some good enhancements.  

However, just for fun, I wanted to see if I could get JMP to create a solution with static circle size. 

This was all done interactively.....no scripting

The basic steps were:

1. Run the Multivariate Platform to create the correlation matrix.
2. Create a data table from the correlation matrix by right clicking on the matrix, and selecting Make into Data Table
3. Stacked all of the correlations into one column using Tables=>Stack
4. Created a new shape map of a circle using the JMP Addin Custom Map Creator available from the JMP File Exchange
5. Saved the created map tables
6. Registered the map to the stacked table
7. Ran Graph Builder to produce the desired output seen above