Weighted correlation coefficient with pandas : <p>Is there any way to compute weighted correlation coefficient with pandas? I saw that R has such a method.
Also, I'd like to get the p value of the correlation. This I did not find also in R.
Link to Wikipedia for explanation about weighted correlation: <a href="https://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient#Weighted_correlation_coefficient" rel="noreferrer">https://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient#Weighted_correlation_coefficient</a></p>
