What method can I use to test if there is a correlation between two sets of data? The correlation coefficient works if there is a linear association, but if I have two sets that are clearly (visually by graph) correlated in a non-linear way, how can I test that? Is there a coefficient or a special method?
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Best Answer
In case of non-linear correlation Spearman's Rank-correlation is one method
and one more method is called Kendall's Tau
R code for Spearman's rank correlation:
cor(X, Y ,method= "spearman")
R code for Kendall's rank correlation:
cor(X, Y ,method= "kendall")
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