How to Create a Covariance Matrix for R DataFrame

In order to create a covariance matrix for a given R DataFrame:

covariance_matrix <- cov(df)

Steps to Create a Covariance Matrix for R DataFrame

Step 1: Create a DataFrame

Here is the syntax to create a DataFrame in R with 3 columns:

df <- data.frame(
  A = c(45, 37, 42, 35, 39),
  B = c(38, 31, 26, 28, 33),
  C = c(10, 15, 17, 21, 12)
)

print(df)

The resulted DataFrame:

    A   B   C
1  45  38  10
2  37  31  15
3  42  26  17
4  35  28  21
5  39  33  12

Step 2: Build the Covariance Matrix

To build the covariance matrix in R:

df <- data.frame(
  A = c(45, 37, 42, 35, 39),
  B = c(38, 31, 26, 28, 33),
  C = c(10, 15, 17, 21, 12)
)

covariance_matrix <- cov(df)
print(covariance_matrix)

The resulted covariance matrix:

      A      B      C
A  15.8   9.60 -12.00
B   9.6  21.70 -17.25
C -12.0 -17.25  18.50

In case needed, the following guide explains the steps to create a correlation matrix in R.