Rank based correlation coefficients: https://en.wikipedia.org/wiki/Correlation_coefficient#Rank https://en.wikipedia.org/wiki/Correlation_coefficient#Rank Ther

Rank based correlation coefficients: https://en.wikipedia.org/wiki/Correlation_coefficient#Rank https://en.wikipedia.org/wiki/Correlation_coefficient#Rank There are several such algorithms. Also, there is a comment with a link to paper comparing this correlation coefficient to some other: https://news.ycombinator.com/item?id=29690208 https://news.ycombinator.com/item?id=29690208 It looks like this "new coefficient of correlation" is not without flaws compared to others.