Feature request: p-values for Pearson an Spearman coefficients

[dschrempf]

Practically all statistic packages provide a p-value together with the Pearson or Spearman correlation coefficients. Can we also have this feature?

I found #125, but it was never merged.

EDIT: For reference: https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.pearsonr.html