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Correlation and Covariance Calculator

Calculate Pearson and Spearman association from paired rows.

Your inputs

2–500 complete paired rows. Both variables must vary. Fisher interval only for n>3 and |r|<1, with independent bivariate-normal observations; approximation not robust to outliers.

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Result

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How to use this calculator

Enter one x,y pair per line.

Formula and method

Pearson r = Sxy/√(Sxx Syy); sample covariance = Sxy/(n−1); Spearman = Pearson on average ranks. Fisher interval uses atanh(r) ± z*/√(n−3).

Worked example

Pairs (1,2),(2,4),(3,6),(4,8) have Pearson r=1, Spearman ρ=1, sample covariance=10/3.

Assumptions and supported scope

2–500 complete paired rows. Both variables must vary. Fisher interval only for n>3 and |r|<1, with independent bivariate-normal observations; approximation not robust to outliers.

Method references

Method and worked example checked against the calculator implementation. About our methods · Report a correction

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