Correlation calculator

Spearman's rank correlation calculator

Calculate Spearman's rank correlation coefficient ρ (rho), t-statistic, and p-value for monotonic relationships between continuous or ordinal variables.

Run this test live in StatLab npm i @statlab/core

When to use it

Use when variables have monotonic relationships or non-normal ordinal distributions.

Required Inputs

  • X numeric/ordinal array
  • Y numeric/ordinal array

Mathematical Formula

ρ = 1 - [ 6 Σ d_i² / (n(n² - 1)) ]

Reporting Cautions

  • Measures monotonic trends, not strictly linear relationships.
  • Tied ranks require tie-corrected correlation formula.

Code Snippets (Python, R, TypeScript)

Python (SciPy / Statsmodels) 
from scipy import stats
rho, p = stats.spearmanr(x_vals, y_vals)
print(f"rho={rho:.4f}, p={p:.4f}")
R Language 
cor.test(x_vals, y_vals, method = "spearman")
TypeScript (@statlab/core) 
import { spearmanRho } from '@statlab/core';
const res = spearmanRho(xVals, yVals);

Developer Use Cases & Production Integrations

  • Measuring monotonic correlation between system queue depth and p99 latency.
  • Evaluating monotonic alignment between model size and eval benchmarks.

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