# Hierarchical clustering of correlation matrix

I have a correlation matrix of 8,854 * 8,854 size. These are Pearson correlation coefficient values in the matrix. I want to perform Hierarchical clustering and create good resolution images like I have attached. A step by step explanation would be a great help.

• What's the point of this? From the information given, you have data for lots of pairs of times. You should get get more out of an autocorrelation function or (if your times are irregularly spaced) a variogram than what you are asking for (even assuming it's computable in reasonable time). Do you think an image 8000 pixels square will be intelligible? – Nick Cox Apr 24 '14 at 11:47
• A step by step explanation would be a great help What is it? Maybe you can work out a more specific question? What are the troubles on your way, for instance. – ttnphns Apr 24 '14 at 12:44
• Thanks for the clarification: the appearance of dates is pure illusion, so the suggestion of autocorrelation or variogram is quite wrong here. But 8000+ square sounds awful big to me. – Nick Cox Apr 24 '14 at 13:29