moderncor
Provides a single unified interface for computing a wide variety of classical and modern correlation and association measures. Continuous methods include classical correlations (Pearson, Spearman, Kendall), modern dependence measures (distance correlation, maximal information coefficient, Hilbert-Schmidt independence criterion, Chatterjee's xi, Hoeffding's D, mutual information), robust correlations (biweight midcorrelation, percentage bend, Winsorized), ordinal correlations (polychoric, tetrachoric), partial and semi-partial correlations, and nonparametric measures (ball correlation, Bergsma-Dassios tau*). Categorical association measures (Cramer's V, phi coefficient, Goodman-Kruskal gamma, Somers' D, contingency coefficient, Tschuprow's T) are available via moderncor_cat().
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