tags:

views:

189

answers:

2
+1  Q: 

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?

+2  A: 

There is one in scipy.

Luper Rouch  2010-02-15 08:16:00
I'm sorry, I couldn't find the multivariate version of Spearman rank coefficient in scipy. Can you please point me?
bgbg  2010-02-17 10:50:15
I read too fast and missed the 'multivariate' in your question... There doesn't seem to be any ready implementation on google.
Luper Rouch  2010-02-17 22:01:16
+1  A: 

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.

Tal Galili  2010-02-16 08:45:01

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