Creating a Correlation Value Matrix

Published: 15 Aug 2017
Last Modified Date: 17 Oct 2022


How to create a correlation value matrix in Tableau Desktop.

For example, this view may answer the question: is there a correlation between what sub-categories of products a customer buys, tracked by sales? Or another way to phrase it, if a customer buy products from X sub-category, are they more or less likely to also buy from Y sub-category?



The function CORR() can be used to calculate the Pearson Correlation Coefficient. The attached example workbook Correlaton Value Matrix.twbx uses the sample data set Superstore to demonstrate the following directions:

Step 1 - Set-Up the Self Join

  1. Navigate to the Data Source tab
  2. Drag a second copy of the Orders table into the canvas area
  3. Create an INNER join on Customer Name = Customer Name (Orders)
Note: This example asks if a customer is more likely to buy products from X sub-category if they already bought from Y sub-category. A variation of this question might be, is the same order more likely to contain products from X sub-category if it already contains product from Y sub-category. In this variation, the join should be on Order ID = Order ID (Orders).

In other words, the join clause should be on the field or fields that define the scope of comparison.

Step 2 - Calculate the Pearson Correlation Coefficient

  1. Select Analysis > Create calculated field
  2. Name the field "Pearson Correlation Coefficient", enter the following formula and click OK
    CORR( { INCLUDE [Customer Name] : SUM( [Sales (Orders)])}, { INCLUDE [Customer Name] : SUM( [Sales])})
Note: [Customer Name] should be replaced with the same field(s) used in the join clause in step 1-3. It is not necessary to use the INCLUDE expression if there is only record per customer in the underlying data.

Step 3 - Create a Calculated Field to filter the Value

  1. Select Analysis > Create calculated field
  2. Name the field "Not same sub category filter", enter the following formula and click OK
    [Sub-Category] != [Sub-Category (Orders)]

Step 4 - Build the View

  1. Drag [Sub-Category] to the Columns shelf
  2. Drag [Sub-Category (Orders)] to the Rows shelf
  3. Drag the [Pearson Correlation Coefficient] to Color on the Marks card
  4. Drag the [Pearson Correlation Coefficient] to Text on the Marks card
  5. In the dropdown on the Marks card, change the Mark type to Square
  6. Drag [Not same sub category filter] to the Filters shelf
  7. In the Filter dialog, check True and click OK

Additional Information

Pearson Correlation Coefficient is a sophisticated statistics tool, and a deeper understanding of how this tool works is recommended before using it. For more information about this subject, see the following articles:  Note: the workbook Correlaton Value Matrix.twbx attached to this article also contains a correlation scatter example.

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