Spearmans rank correlation in breeze

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Simon Parten

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Feb 17, 2020, 3:39:24 PM2/17/20
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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

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Feb 17, 2020, 3:44:06 PM2/17/20
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we have  corrcoeff for a single matrix, but we don't have the two matrix version.

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Simon Parten

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Feb 17, 2020, 3:48:25 PM2/17/20
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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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