Covariance Calculator

Free Online Covariance Calculator, Enter Data set X & Data set Y by comma separated, then hit on "Calculate" button and get result of Covariance, X Mean, Y Mean, No. of samples (n), Mean for Dataset X, Mean for Dataset Y and Step by step solution.

Calculation results

Covariance Calculator

Covariance Formula

Covx,y = ∑ (xi - X̄) (yi - Ȳ) / (N - 1)