Ready implementation of multivariate Spearman rank correlation

Question

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?

Answer 1

There is one in scipy.

Answer 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.