You have a dataset where the relationships between variables are not linear. Which correlation method is better to use and why?

  • Covariance
  • Kendall's Tau
  • Pearson's correlation coefficient
  • Spearman's correlation coefficient
For non-linear relationships between variables, Spearman's correlation coefficient would be a better choice. This is because Spearman's correlation measures the monotonic relationship between two variables and does not require the relationship to be linear.
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