Option to specify correlation type when calling df.pcorr() #337
Description
Hi!
I think it would be useful to be able to specify the correlation type when calling pcorr() directly as pandas method.
I suppose the only change would be this:
On line 952:
V = self.cov() # Covariance matrixto
if method == "spearman":
# Convert the data to rank, similar to R cov()
V = data.rank(na_option="keep").cov()
else:
V = data.cov()