Spearman Correlation Calculator
Calculate Spearman's rank correlation coefficient (ρ)
About Spearman Correlation
Spearman's rank correlation coefficient (ρ) measures the monotonic relationship between two variables using ranks instead of raw values.
Formula: ρ = 1 - (6Σd²) / (n(n² - 1))
Where d is the difference between ranks of corresponding values.
Range: -1 to 1
- ρ = 1: Perfect positive monotonic relationship
- ρ = -1: Perfect negative monotonic relationship
- ρ = 0: No monotonic relationship
Unlike Pearson correlation, Spearman's rho doesn't assume linear relationship or normal distribution.