![Computing covariance and correlation matrices Computing covariance and correlation matrices in SAS](https://blogs.sas.com/content/iml/files/2011/08/t_covcorr.png)
Sample covariance matrices and correlation matrices are used frequently in multivariate statistics. This post shows how to compute these matrices in SAS and use them in a SAS/IML program. There are two ways to compute these matrices: Compute the covariance and correlation with PROC CORR and read the results into