Foresight.prism Function

prism(x, Y; [palette=[:cornflowerblue, :crimson, :cucumber], colormode=:top, verbose=false.])

Color a covariance matrix each element's contribution to each of the top k principal components, where k is the length of the supplied color palette (defaults to the number of principal component weights given). Provide as positional arguments a vector x of N row names and an N×N covariance matrix Y.

Keyword Arguments

• palette: a vector containing a color for each principal component.

• colormode: how to color the covariance matrix. :raw gives no coloring by principal components, :top is a combination of the top three PC colors (default) and :all is a combination of all PC colors, where PCN = :black if N > length(palette).

• verbose: whether to print the feature weights to the console

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