Feature request: Other correlation metrics #319

[sleighsoft]

lmcinnes/umap#319

@gokceneraslan

It'd be great to add other correlations as distances, such as Spearman's rho or the new correlation coefficient called phi_k. I am aware that it's possible to use any distance metric using either metric='precomputed' or implementing a custom function, but it'd be more convenient to pass metric='spearmanrho' or 'phik' directly.