ENH: implement pd.Series.corr(method="polychoric")
I wish I could use pandas to calculate the polychoric correlation for ordinal variables. According to the literature, the polychronic correlation presents really good results. Compare to Spearman correlation it performs better on n > 1000 number of samples. 

I couldn't find an easy way to use it in python.
In R there are at least two implementations of this correlation e.g.
https://r-forge.r-project.org/projects/polycor/
