Home » Covariance Matrix Calculator

This calculator creates a covariance matrix for up to five different variables.

Simply enter the data values for up to five variables into the boxes below, then press the “Calculate” button.

Variable 1

Variable 2

Variable 3

Variable 4

Variable 5

Covariance Matrix

Var1 Var2 Var3 Var4 Var5
Var1 15.8333
Var2 17.7222 27.6111
Var3 9.6667 12.6667 6.7111

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