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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.