So I'm interested in calculating the Spearman correlation matrix, but I am running into some issues. All of the examples I have found only calculate rho scores between two columns. I am trying to replicate results from a white paper (http://www.tandfonline.com/doi/abs/10.1080/03610918208812265?journalCode=lssp20) and they generate a 6x6 correlation matrix T for a 15x6 matrix R. I cannot figure out how they do this!(adsbygoogle = window.adsbygoogle || []).push({});

I know how to calculate Pearson's correlation coefficient in matrix form by performing R'*R and working on the resultant 6x6 matrix, but Spearman's doesn't seem clear how to produce this T matrix.

Any help on how I would go about generating this Spearman rank correlation matrix would be greatly appreciated!

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# Spearman's Rho Value

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