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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