The following formula is involved in the calculation of Pearson correlation coefficients from covariance values:
 |
Pearson correlation coefficient:
where covXY is the covariance between X and Y, σX is the standard deviation of X, and σY is the standard deviation of Y.
|
The following references can be used to cite this correlation coefficient calculator (from a covariance):
| Soper, D.S. (2012) "Correlation Coefficient Calculator (from a Covariance) (Online Software)", http://www.danielsoper.com/statcalc3. |
| Cohen, J., Cohen, P., West, S.G., and Aiken, L.S. (2003) "Applied Multiple Regression/Correlation Analysis for the Behavioral Sciences (3rd edition)", Lawrence Earlbaum Associates, Mahwah, NJ. |
The following statistics calculators are related to this correlation coefficient calculator (from a covariance), and may be useful for your research: