问题
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?
回答1:
There is one in scipy.
回答2:
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.
来源：https://stackoverflow.com/questions/2264609/ready-implementation-of-multivariate-spearman-rank-correlation