|DataLab is a compact statistics package aimed at exploratory data analysis. Please visit the DataLab Web site for more information....|
|Home Features of DataLab Mathematical/Statistical Analysis Correlation Covariance Matrix|
|See also: Cross Correlation Table (Pearson), Coefficient of Determination, Scatter Matrix, Spearman's Rank Correlation Table
The covariance matrix shows the covariances for all variables of the data matrix. The user interface offers a few tools to mark covariance values below or above a certain threshold, and to find the minimum and the maximum value. In order to copy the covariance matrix to the matrix clipboard there is a command in the context menu (right-click into the matrix).