Correlation Calculator — Advanced

What this page adds. The basic calculator gives Pearson r for up to five columns in your browser. This page takes up to 20 columns, adds Spearman ρ and Kendall τ, and gives each pair a p-value and a confidence interval. To do that it sends your table to the server, computes there, and sends the numbers back. Nothing is stored, but the data does leave your machine. If that matters for your data, use the basic page. The correlation article explains each method.

A coefficient sees one direction only: a perfect curve can score 0. Look at the scatter plot before trusting a number, and never read a correlation as a cause. With few rows, a cell near ±0.3 can be pure chance - read its p-value and interval.

1. Paste your data into the Input grid — straight from a spreadsheet, or as CSV/TSV text — or import a file. Column x, then y1, y2, … up to 20 columns. Every column counts as a variable, x included.
2. A cell that is not a number is skipped for its own column only. Each pair uses the rows where both of its cells are numbers, and needs at least 3; a column with one repeated value has no correlation.
3. Pick a method.
   • Pearson: r, how close the points lie to a straight line.
   • Spearman: ρ, Pearson r of the ranks - any steady rise or fall, curved or straight; an outlier counts only as a rank.
   • Kendall: τ (τ-b), concordant minus discordant pairs of rows, as a share of all pairs.
4. Set the confidence level, 0.5 to 0.999 (0.95 by default): the width of every interval, and of the ellipse.
5. Press calculate. The server computes; the time it took sits in the toolbar. The status line names the strongest pair; see more lists every pair with its p-value. A change to the grid or the method clears the result until the next press.
6. Real time range — try levels live on the confidence level box.
   • ▲▼ buttons or the mouse wheel over the box: the level moves and the result is recomputed - one request a moment after the last step.
   • Digit wheel: the wheel steps the digit just left of the mouse pointer.
   • Limits: 0.5 to 0.999; a typed value outside is set to the nearest limit.
   • Typing or the arrow keys change the box only; press calculate to recompute.
7. The charts are the basic page's: every column against x, standardised; one pair's scatter, with the ellipse on request; the heatmap of every pair - click a cell to show that pair. They fill after calculate.
8. Read the result. Under the charts, pick a pair: the coefficient, its p-value, its confidence interval and N. The Output grid lists every pair with all of them. Export saves it as a CSV/TSV file.