CODEWITHSUNDEEP
pythonstatisticscorrelation
Boris Gorelik
Boris Gorelik

Reputation: 31797

Ready implementation of multivariate Spearman rank correlation

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

Upvotes: 2

Views: 1954

Answers (2)

Tal Galili
Tal Galili

Reputation: 25346

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.

Upvotes: 1

Luper Rouch
Luper Rouch

Reputation: 9502

There is one in scipy.

Upvotes: 2

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