A correlation matrix
displays the degree of correlation between multiple intersections
of measures as a matrix of rectangular cells. Each cell in the matrix
represents the intersection of two measures, and the color of the
cell indicates the degree of correlation between those two measures.
You cannot create a
correlation matrix directly. Instead, a correlation matrix is created
when you assign high-cardinality data to a scatter plot matrix.
Note: If you reduce your data by
using filters, the visualization type might change to a scatter plot
matrix.