I want to calculate Spearman correlation matrices with some large datasets. I have been trying with the base R implementation cor(method="spearman")
. It works well, but it is a bit slow for my purpose.
I have tried also with corrr::correlate(method="spearman")
. It provided a similar performance.
Is there any other implementation of the Spearman correlation matrix in R which is faster than these methods?
Thanks in advance for any suggestion!