Correlation Calculator
Calculate Pearson correlation coefficient (r), Spearman rank correlation (ρ), R-squared, covariance, and generate correlation matrices for multiple variables.
rCorrelation Calculator
Pearson r measures linear correlation between two continuous variables.
How to Use the Correlation Calculator
Enter your data points with x and y values, one pair per line. Choose the correlation type: Pearson for linear relationships, Spearman for monotonic relationships, or Matrix for multiple variables.
Correlation Types
Pearson Correlation (r)
Measures the linear relationship between two continuous variables:
- Range: -1 to +1
- r = 1: Perfect positive linear relationship
- r = -1: Perfect negative linear relationship
- r = 0: No linear relationship
- Assumes: Linear relationship, normally distributed data
Spearman Correlation (ρ)
Measures monotonic (consistently increasing or decreasing) relationships:
- Uses ranks instead of raw values
- Robust to outliers
- Doesn't assume linear relationship
- Works with ordinal data
Correlation Matrix
Shows pairwise correlations between multiple variables at once. Useful for exploring relationships in datasets with many variables.
Interpreting Correlation Strength
- 0.9 to 1.0: Very strong
- 0.7 to 0.9: Strong
- 0.5 to 0.7: Moderate
- 0.3 to 0.5: Weak
- 0.0 to 0.3: Very weak or negligible
Common Applications
- Medical research (symptom relationships)
- Psychology (variable associations)
- Finance (asset correlations, portfolio analysis)
- Marketing (consumer behavior patterns)
- Education (test score relationships)
- Quality control (process variables)
Important Considerations
- Correlation ≠ Causation: A high correlation doesn't prove one variable causes the other
- Outliers: Can heavily influence Pearson r; consider Spearman for robustness
- Sample Size: Larger samples give more reliable estimates
- Non-linear relationships: Pearson may miss curved relationships
Statistical Significance
The p-value indicates whether the correlation is statistically significant. A p-value less than 0.05 typically means the correlation is unlikely to be due to chance alone.