In the example dataset described in the main vignette, samples are correlated because they can come from the same individual or the same tissue. The function shows the correlation structure caused by each variable as well and the joint correlation structure. Figure a,b shows the correlation between samples from the same individual where (a) shows the samples sorted based on clustering of the correlation matrix and (b) shows the original order. Figure c,d shows the same type of plot except demonstrating the effect of tissue. The total correlation structure from summing individual and tissue correlation matricies is shown in a,b. The code to generate these plots is shown below.

Plot variance structure