For anyone who is interesting in correlation measures, have a look at distance correlation: https://en.wikipedia.org/wiki/Distance_correlation https://en.wikip

For anyone who is interesting in correlation measures, have a look at distance correlation: https://en.wikipedia.org/wiki/Distance_correlation https://en.wikipedia.org/wiki/Distance_correlation http://projecteuclid.org/euclid.aoas/1267453933 http://projecteuclid.org/euclid.aoas/1267453933 It's implemented in the R package "energy", and provides a more comprehensive measure of variable dependence than Spearman's rank correlation. Distance correlation is able to detect any kind of dependence, not just monotonic relationships.