You can use the corrplot function from the corrplot package in R to create a correlation matrix for a data frame.

This function offers a massive variety of arguments you can use to customize the correlation matrix, but here are some of the most common ways to use it:

Method 1: Create Correlation Matrix with Circles Inside Matrix

library(corrplot)

#create correlation matrix with circles shown inside matrix
corrplot(cor(df))

Method 2: Create Correlation Matrix with Variables in Alphabetical Order

library(corrplot)

#create correlation matrix with variables in alphabetical order
corrplot(cor(df), order='alphabet')

Method 3: Create Correlation Matrix with Coefficients Inside Matrix

library(corrplot)

#create correlation matrix with correlation coefficients shown inside matrix
corrplot(cor(df), method='number')

Method 4: Create Correlation Matrix with Shaded Cells Inside Matrix

library(corrplot)

#create correlation matrix with shaded cells inside matrix
corrplot(cor(df), method='color')

The following examples show how to use each method in practice with the following data frame in R that contains information about various basketball players:

#create data frame
df <- data.frame(assists=c(4, 5, 5, 6, 7, 8, 8, 10),
                 rebounds=c(12, 14, 13, 7, 8, 8, 9, 13),
                 points=c(22, 24, 26, 26, 29, 32, 20, 14),
                 steals=c(5, 6, 7, 7, 8, 5, 3, 4))

#view data frame
df

  assists rebounds points steals
1       4       12     22      5
2       5       14     24      6
3       5       13     26      7
4       6        7     26      7
5       7        8     29      8
6       8        8     32      5
7       8        9     20      3
8      10       13     14      4

Example 1: Create Correlation Matrix with Circles Inside Matrix

We can use the following syntax to create a correlation matrix that contains circles inside the matrix in which the colors indicate the sign of the correlation coefficient and the size represents the strength of the correlation:

library(corrplot)

#create correlation matrix with circles shown inside matrix
corrplot(cor(df))

Example 2: Create Correlation Matrix with Variables in Alphabetical Order

We can use the order argument to specify that we’d like to create a correlation matrix with the variables in alphabetical order:

library(corrplot)

#create correlation matrix with variables in alphabetical order
corrplot(cor(df), order='alphabet')

Example 3: Create Correlation Matrix with Coefficients Inside Matrix

We can use the method argument to specify that we’d like to create a correlation matrix with the correlation coefficients displayed inside the matrix:

library(corrplot)

#create correlation matrix with correlation coefficients shown inside matrix
corrplot(cor(df), method='number')

Example 4: Create Correlation Matrix with Shaded Cells Inside Matrix

We can use the method argument to specify that we’d like to create a correlation matrix with shaded cells displayed inside the matrix:

library(corrplot)

#create correlation matrix with shaded cells inside matrix
corrplot(cor(df), method='color')

Additional Resources

The following tutorials explain how to perform other common operations in R:

How to Calculate Rolling Correlation in R
How to Calculate Spearman Rank Correlation in R
How to Calculate Correlation in R with Missing Values