spearmanr
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Description
I'd like to compute spearmanr in datatable for a given data frame, giving its self spearmanr (as opposed to one dataframe on another). I think it might already be possible. Here's codified way it could be done, using some other package, but that could be inherited by datatable:
https://deepgraph.readthedocs.io/en/latest/tutorials/pairwise_correlations.html
And some notes about parallel performance and avoiding the double argsort at:
https://stackoverflow.com/questions/52371329/fast-spearman-correlation-between-two-pandas-dataframes
The actual calculation is very simple, but wonder if you have thoughts.
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