Compute the Covariance between Two Vectors in R Programming – cov() Function

cov() function in R Language is used to measure the covariance between two vectors.

Syntax: cov(x, y, method)

Parameters:
x, y: Data vectors
method: Type of method to be used

Example 1:

# Data vectors
x <- c(1, 3, 5, 10)

y <- c(2, 4, 6, 20)

# Print covariance using Pearson method
print(cov(x, y, method = "pearson"))

Output:

[1] 30.66667

Example 2:

# Data vectors
x <- c(1, 3, 5, 10)

y <- c(2, 4, 6, 20)

# Print covariance using Pearson method
print(cov(x, y, method = "kendall"))

Output:

[1] 12

Example 3:

# Data vectors
x <- c(1, 3, 5, 10)

y <- c(2, 4, 6, 20)

# Print covariance using Pearson method
print(cov(x, y, method = "spearman"))

Output:

[1] 1.666667