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Pearson / Spearman correlation calculator


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Correlation coefficient
Pearson correlation

r = Szxzy / N
is frequently used to test whether two variables have linear relationships. Here zx = (X-m)/sx, zy = (Y-m)/sy and N is the sample size.
Sperman rank correlation is an alternative to Pearson correlation when the relationship is not linear. For example, the data shown below has a perfect Sperman rank correlation (r = -1, p < 0.05) but an insignificant Pearson correlation (r = -0.85 to 0.13, p > 0.05 ).
X	     Y
0	0.415616974
5	0.006357108
10	5.12865E-06
15	1.99272E-07
20	1.72342E-09
25	1.37486E-11
30	6.19116E-14
35	5.9692E-16
40	4.14682E-18
45	1.4239E-20
50	9.20835E-23
Note Pearson correlation will be significant if Y is in the log scale.

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