Compute a near-efficient non-parametric correlation coefficient. This work is based on the Chatterjee rank correlation coefficient. However, this implementation by Zhexiao Lin and Fang Han provides an improvement in that it reaches near efficiency.
For details, please check their paper: https://arxiv.org/abs/2108.06828v1
This package is just a wrapper of their scripts provided here: https://sites.stat.washington.edu/people/fanghan/XIMCOR.R
devtools::install_github("jeskowagner/XIM")
library(XIM)