Can Matlab do Weighted Spearman Rank Correlation?

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shane
shane 2013-4-23
Very new to Matlab and looking for help. I am trying to calculate a weighted Spearman rank correlation. I am currently using the built in function in the statistics tool to calculate the normal spearman rank correlation:
[rho, pval] = corr(x, y,'type','spearman','rows','pairwise');
Where x is a matrix and y is a vector. I also have another vector W which is the weight of each observation row. Does anyone know of another function or script that incorporates the weight?
The formula would be: rho = 6 * SUM[Wi(xi-yi)]^2 / n(n^2 - 1)
Thanks!

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