Drowning in a glass of water: variance-covariance and correlation matrices

Published at February 19, 2019 · 3 min read

One of the easiest tasks in R is to get correlations between each pair of variables in a dataset. As an example, let’s take the first four columns in the ‘mtcars’ dataset, that is available within R. Getting the variances-covariances and the correlations is straightforward. data(mtcars) matr <- mtcars[,1:4] #Covariances cov(matr) ## mpg cyl disp hp ## mpg 36.324103 -9.172379 -633.0972 -320.7321 ## cyl -9.172379 3.189516 199.6603 101.9315 ## disp -633....