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Ready implementation of multivariate Spearman rank correlation

I'm looking for 开发者_开发知识库a way to calculate multivariate version of Spearman rank correlation $\rho$. Are there any ready to use Python implementation I can use?


There is one in scipy.


If now or in the future you will want access to some advanced statistical packages, also consider calling R libraries from Python when needed via the RPy2.

And then you can compute spearman using a package such as this.

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