- Pearson’s Correlation Coefficient (R) supports only linear data. R is close to zero for nonlinear correlation, so one had better use distance correlation.
- Distance Correlation (devised in 2005) supports both linear and nonlinear data. (https://en.wikipedia.org/wiki/Distance_correlation)
- Maximal Information Coefficient (devised in 2011) supports both linear and nonlinear data.
https://www.freecodecamp.org/news/how-machines-make-predictions-finding-correlations-in-complex-data-dfd9f0d87889/
