Skip to content
Statistics Calculator
Open app

Free online tool

Covariance Calculator

Enter two lists with matching rows. Calculate sample or population covariance and paired products. Review the method and copy or download your results.

Enter a grid, paste values, or choose CSV, TSV, JSON, JSON Lines, XLSX, text or a statistics project. XLSX requires a worksheet choice and imports values only. Review headers and column mapping before calculating. The workspace supports up to 2 MB, 20,000 rows and 100,000 cells.

Import settings

Column mapping is available after opening the data. JSON object keys become column names. Grid column names are separate from its data rows.

  1. Enter two lists with matching rows
  2. Check your values and calculation settings.
  3. Calculate, review the method, and save your results.

How it works

Calculate sample or population covariance and paired products from your own values. Use the fictional sample to try the calculation. Sum the products of paired deviations from their means. Divide by n − 1 for sample covariance or n for population covariance. Covariance depends on the units of both variables.

Enter data, review the result, and download it when you are ready. No account is required. Check the input and the output before using them for consequential decisions.

Choose a tool

Statistics CalculatorPaste your numbers. Calculate count, sum, mean, median, modes, range, variance and standard deviation. Review the method and copy or download your results.Mean CalculatorPaste your numbers. Calculate arithmetic mean, count, sum and deviations. Review the method and copy or download your results.Median CalculatorPaste your numbers. Calculate median, sorted values and middle positions. Review the method and copy or download your results.Mode CalculatorPaste your numbers. Calculate all tied modes and a frequency table. Review the method and copy or download your results.Range CalculatorPaste your numbers. Calculate minimum, maximum and range. Review the method and copy or download your results.Standard Deviation CalculatorPaste your numbers. Calculate sample and population standard deviation, variance and squared deviations. Review the method and copy or download your results.Variance CalculatorPaste your numbers. Calculate sample and population variance and squared deviations. Review the method and copy or download your results.Coefficient of Variation CalculatorPaste your numbers. Calculate coefficient of variation as a percentage, mean and standard deviation. Review the method and copy or download your results.Mean Absolute Deviation CalculatorPaste your numbers. Calculate mean absolute deviation and per-value deviations. Review the method and copy or download your results.Median Absolute Deviation CalculatorPaste your numbers. Calculate median absolute deviation and optional scaled MAD. Review the method and copy or download your results.Z Score CalculatorEnter the parameters. Calculate z scores using a stated mean and standard deviation. Review the method and copy or download your results.Sum of Squared Errors CalculatorEnter two lists with matching rows. Calculate residuals, squared residuals and SSE. Review the method and copy or download your results.Normal Distribution CalculatorEnter the parameters. Calculate normal density, tail probabilities, interval probabilities or quantiles. Review the method and copy or download your results.Binomial Distribution CalculatorEnter the parameters. Calculate exact, cumulative or interval binomial probabilities. Review the method and copy or download your results.Poisson Distribution CalculatorEnter the parameters. Calculate exact, cumulative or interval Poisson probabilities. Review the method and copy or download your results.Chi-Square CalculatorEnter one table row per line. Calculate chi-square statistic, degrees of freedom, expected counts and p value. Review the method and copy or download your results.ANOVA CalculatorEnter each group on a separate line. Calculate f statistic, degrees of freedom, sums of squares and p value. Review the method and copy or download your results.Confidence Interval CalculatorEnter the parameters. Calculate a two-sided mean interval and standard error. Review the method and copy or download your results.Critical Value CalculatorEnter the parameters. Calculate tail boundaries and labeled tail areas. Review the method and copy or download your results.Degrees of Freedom CalculatorEnter the parameters. Calculate design-specific degrees of freedom. Review the method and copy or download your results.Five Number Summary CalculatorPaste your numbers. Calculate minimum, first quartile, median, third quartile and maximum. Review the method and copy or download your results.Percentile CalculatorPaste your numbers. Calculate a requested percentile and quartiles. Review the method and copy or download your results.Interquartile Range CalculatorPaste your numbers. Calculate first quartile, third quartile, interquartile range and Tukey fences. Review the method and copy or download your results.Kurtosis CalculatorPaste your numbers. Calculate excess or Pearson kurtosis with the chosen bias convention. Review the method and copy or download your results.Correlation Coefficient CalculatorEnter two lists with matching rows. Calculate pearson correlation and paired deviations. Review the method and copy or download your results.Coefficient of Determination CalculatorEnter two lists with matching rows. Calculate r², SSE, SST and the model convention. Review the method and copy or download your results.Covariance CalculatorEnter two lists with matching rows. Calculate sample or population covariance and paired products. Review the method and copy or download your results.