Correlation Calculator

By Jared Wein, 11/26/2009

This page will calculate the Pearson product-moment correlation coefficient coefficient for two feature vectors.

To do this, first the covariance of the two vectors is calculated, and the resultant is divided by the product of the standard deviations.

This project was created because I couldn't find an online calculator for Pearson correlation and I wanted try out the newly released Google Closure Tools. The JavaScript on this page uses goog.ui.AnimatedZippy , goog.ui.CustomButton , and goog.ui.dom . After the development was completed, I used the Google Closure Compiler to reduce the size of the JavaScript. The pre-compiled JavaScript size was 634kb. The compiled JavaScript size is a mere 33.96kb.

Try me!

Feature Vector A Feature Vector B

Part of this code uses the Google Closure Tools, also released under the Apache License, Version 2.0. To view the source code for this page, press Ctrl+U on your web browser and see the pre-compiled JavaScript.

See Jared's blog for updates and questions.