Correlation Calculator

Correlation Calculator lets you pearson correlation divides covariance sum by the product of centred vector lengths. Enter your own values or load the worked example.

Method and calculation

Pearson correlation divides covariance sum by the product of centred vector lengths.

Inputs and settings

Correlation Calculator accepts X values; Y values.

Worked example

Correlation Calculator example — X values: "1,2,3,4"; Y values: "2,4,5,8". Computed output: { "r": 0.9811557810392123 }

Output and limitations

Correlation Calculator: Use finite inputs. Results use double-precision arithmetic.

Technical references: JavaScript Unicode normalization

Correlation Calculator FAQs

Correlation Calculator applies the following rule to your input: Pearson correlation divides covariance sum by the product of centred vector lengths. The worked example on this page uses the same processor as the result button.
Correlation Calculator has these boundaries: Use finite inputs. Results use double-precision arithmetic. Start by checking the x values field against the units or format shown.
Correlation Calculator provides this sample: { "r": 0.9811557810392123 }. Use the sample button to reproduce it, then replace the inputs with your own values.