One way to quantify the relationship between two variables is to use the Pearson correlation coefficient, which is a measure of the linear association between two variables*. *It always takes on a value between -1 and 1 where:

- -1 indicates a perfectly negative linear correlation between two variables
- 0 indicates no linear correlation between two variables
- 1 indicates a perfectly positive linear correlation between two variables

This tutorial explains how to calculate the correlation between multiple variables in R, using the following data frame as an example:

#create data frame df <- data.frame(a <- c(2, 3, 3, 5, 6, 9, 14, 15, 19, 21, 22, 23), b <- c(23, 24, 24, 23, 17, 28, 38, 34, 35, 39, 41, 43), c <- c(13, 14, 14, 14, 15, 17, 18, 19, 22, 20, 24, 26), d <- c(6, 6, 7, 8, 8, 8, 7, 6, 5, 3, 3, 2))

**Example 1: Correlation Between Two Variables**

The following code shows how to calculate the correlation between two variables in the data frame:

cor(df$a, df$b) [1] 0.9279869

**Example 2: Correlation Between Multiple Variables**

The following code shows how to calculate the correlation between three variables in the data frame:

cor(df[, c('a', 'b', 'c')]) a b c a 1.0000000 0.9279869 0.9604329 b 0.9279869 1.0000000 0.8942139 c 0.9604329 0.8942139 1.0000000

The way to interpret the output is as follows:

- The correlation between
*a*and*b*is 0.9279869. - The correlation between
*a*and*c*is 0.9604329. - The correlation between
*b*and*c*is 0.8942139.

**Example 3: Correlation Between All Variables**

The following code shows how to calculate the correlation between all variables in a data frame:

cor(df) a b c d a 1.0000000 0.9279869 0.9604329 -0.7915488 b 0.9279869 1.0000000 0.8942139 -0.7917973 c 0.9604329 0.8942139 1.0000000 -0.8063549 d -0.7915488 -0.7917973 -0.8063549 1.0000000

**Example 4: Correlation Between Only Numerical Variables**

The following code shows how to calculate the correlation between only the numerical variables in a data frame:

cor(df[,unlist(lapply(df, is.numeric))]) a b c d a 1.0000000 0.9279869 0.9604329 -0.7915488 b 0.9279869 1.0000000 0.8942139 -0.7917973 c 0.9604329 0.8942139 1.0000000 -0.8063549 d -0.7915488 -0.7917973 -0.8063549 1.0000000

**Example 5: Visualize Correlations**

The following code shows how to create a pairs plot – a type of plot that lets you visualize the relationship between each pairwise combination of variables:

#load psych package library(psych) #create pairs plot pairs.panels(df)

**Additional Resources**

How to Calculate Partial Correlation in R

How to Calculate Point-Biserial Correlation in R

How to Calculate Rolling Correlation in R