external tool to plot correlation heatmap

utils/Makefile.am

@@ -18,6 +18,7 @@ bin_PROGRAMS =            \
     latan_create_rg_state \
     latan_make_fake_sample\
     latan_sample_combine  \
+    latan_sample_plot_corr\
     latan_sample_read     \
     latan_resample
 
@@ -33,6 +34,10 @@ latan_sample_combine_SOURCES  = sample_combine.cpp
 latan_sample_combine_CXXFLAGS = $(COM_CXXFLAGS)
 latan_sample_combine_LDFLAGS  = -L../lib/.libs -lLatAnalyze
 
+latan_sample_plot_corr_SOURCES  = sample_plot_corr.cpp
+latan_sample_plot_corr_CXXFLAGS = $(COM_CXXFLAGS)
+latan_sample_plot_corr_LDFLAGS  = -L../lib/.libs -lLatAnalyze
+
 latan_sample_read_SOURCES  = sample_read.cpp
 latan_sample_read_CXXFLAGS = $(COM_CXXFLAGS)
 latan_sample_read_LDFLAGS  = -L../lib/.libs -lLatAnalyze

utils/sample_plot_corr.cpp

@@ -0,0 +1,51 @@
+/*
+ * sample_plot_corr.cpp, part of LatAnalyze 3
+ *
+ * Copyright (C) 2013 - 2016 Antonin Portelli
+ *
+ * LatAnalyze 3 is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * (at your option) any later version.
+ *
+ * LatAnalyze 3 is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with LatAnalyze 3.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+#include <iostream>
+#include <LatAnalyze/Io.hpp>
+#include <LatAnalyze/Math.hpp>
+#include <LatAnalyze/Plot.hpp>
+
+using namespace std;
+using namespace Latan;
+using namespace Math;
+
+int main(int argc, char *argv[])
+{
+    if (argc != 2)
+    {
+        cerr << "usage: " << argv[0] << " <file>" << endl;
+        
+        return EXIT_FAILURE;
+    }
+    
+    string     fileName = argv[1], name;
+    DMatSample sample;
+    DMat       var;
+    Plot       p;
+    
+    cout << "-- computing variance matrix from '" << fileName << "'..." << endl;
+    name   = Io::getFirstName(fileName);
+    sample = Io::load<DMatSample>(fileName);
+    var    = sample.varianceMatrix();
+    p << PlotMatrix(varToCorr(var));
+    p.display();
+    
+    return EXIT_SUCCESS;
+}