Spearmans rank correlation in breeze

[Simon Parten]

I had a look through the docs, but couldn't see any  functions for the calculation of correlations between matricies. 

Are functions for 

- (standard - pearson) correlation 

- Spearmans rank correlation

available?

Regards, 

Simon

[David Hall]

we have  corrcoeff for a single matrix, but we don't have the two matrix version.

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[Simon Parten]

Okay. I'll have a search for corrcoeff in the repo... it's sounds like spearman is a bust - perhaps I try rolling my own... I'll attempt a PR if it's non terrible.  Thanks for the heads up.

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