Covariance function in r

1. What is the covariance function in R?
2. How to get covariance matrix in R?
3. How do I calculate covariance?

What is the covariance function in R?

Covariance in R programming

In Statistics, Covariance is the measure of the relation between two variables of a dataset. That is, it depicts the way two variables are related to each other.

How to get covariance matrix in R?

To create a Covariance matrix from a data frame in the R Language, we use the cov() function. The cov() function forms the variance-covariance matrix. It takes the data frame as an argument and returns the covariance matrix as result.

How do I calculate covariance?

The covariance between X and Y is defined as Cov(X,Y)=E[(X−EX)(Y−EY)]=E[XY]−(EX)(EY).