On exit: the requested correlation coefficients.
If only Kendall's tau coefficients are requested (${\mathbf{itype}}=-1$), ${\mathbf{rr}}\left(j,k\right)$ contains Kendall's tau for the $j$th and $k$th variables.
If only Spearman's coefficients are requested (${\mathbf{itype}}=1$), ${\mathbf{rr}}\left(j,k\right)$ contains Spearman's rank correlation coefficient for the $j$th and $k$th variables.
If both Kendall's tau and Spearman's coefficients are requested (
${\mathbf{itype}}=0$), the upper triangle of
rr contains the Spearman coefficients and the lower triangle the Kendall coefficients. That is, for the
$\mathit{j}$th and
$\mathit{k}$th variables, where
$\mathit{j}$ is less than
$\mathit{k}$,
${\mathbf{rr}}\left(\mathit{j},\mathit{k}\right)$ contains the Spearman rank correlation coefficient, and
${\mathbf{rr}}\left(\mathit{k},\mathit{j}\right)$ contains Kendall's tau, for
$\mathit{j}=1,2,\dots ,m$ and
$\mathit{k}=1,2,\dots ,m$.
(Diagonal terms,
${\mathbf{rr}}\left(j,j\right)$, are unity for all three values of
itype.)