In my first post on correlation coefficients, I outlined the differences between five popular coefficients: Pearson’s, Spearman’s Rank, Kendall’s Tau, Gamma, and Yule’s Q. There are many others to choose from, depending on what you’re doing with your data. This one picture is a comprehensive overview of less popular correlation coefficients you may come across.
Coefficient of Determination (R^2)
Concordance Correlation Coefficient
PSU — Lesson 13: Canonical Correlation Analysis
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18.6 – Concordance Correlation Coefficient for Measuring Agreement
Machine Learning for Data Science (CS4786)
The Data Science Design Manual