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moderncor: Unified Interface for Modern and Classical Correlation Coefficients

moderncor is an R package that provides a single, unified interface to compute a wide variety of classical and modern correlation and association measures. Instead of remembering different package names, function calls, and argument signatures, you only need moderncor() (continuous) or moderncor_cat() (categorical).

Features

Single Entry Point: Compute 18 continuous association measures with moderncor(x, y, method = "...").
Categorical Association: Compute 6 categorical measures with moderncor_cat(x, y, method = "...").
Matrix Input: Compute full pairwise correlation matrices from data frames or matrices.
Tidy Integration: Convert results to tidy data frames with as.data.frame().
Partial Correlations: Control for confounders via the z parameter.
Fast Execution: Toggle p-value computation with p_value = FALSE.
Rich Output: Standardized S3 class with estimate, p-value, test statistic, and sample size.

Supported Methods

Continuous (`moderncor`)

Category	Method Name	`method` key	Package
Classic	Pearson Product-Moment	`"pearson"`	`stats`
Classic	Spearman Rank	`"spearman"`	`stats`
Classic	Kendall Rank	`"kendall"`	`stats`
Modern	Distance Correlation	`"dcor"`	`energy`
Modern	Maximal Information Coefficient	`"mic"`	`minerva`
Modern	Hilbert-Schmidt Independence Criterion	`"hsic"`	`dHSIC`
Modern	Chatterjee’s Xi	`"xi"`	`XICOR`
Modern	Hoeffding’s D	`"hoeffding"`	`Hmisc`
Modern	Mutual Information	`"mutual_info"`	`infotheo`
Robust	Biweight Midcorrelation	`"biweight"`	built-in
Robust	Percentage Bend	`"percentage_bend"`	`WRS2`
Robust	Winsorized Correlation	`"winsorized"`	`WRS2`
Ordinal	Polychoric Correlation	`"polychoric"`	`psych`
Ordinal	Tetrachoric Correlation	`"tetrachoric"`	`psych`
Partial	Partial Correlation	`"partial"`	`ppcor`
Partial	Semi-partial Correlation	`"semi_partial"`	`ppcor`
Other	Ball Correlation	`"ball"`	`Ball`
Other	Bergsma-Dassios Tau*	`"tau_star"`	`TauStar`

Categorical (`moderncor_cat`)

Category	Method Name	`method` key	Package
Nominal	Cramer’s V	`"cramers_v"`	`DescTools`
Nominal	Phi Coefficient	`"phi"`	`DescTools`
Nominal	Contingency Coefficient	`"contingency"`	`DescTools`
Nominal	Tschuprow’s T	`"tschuprow"`	`DescTools`
Ordinal	Goodman-Kruskal Gamma	`"gamma"`	`DescTools`
Ordinal	Somers’ D	`"somers_d"`	`DescTools`

Installation

# Install from source after cloning the repository
devtools::install()

Optional dependencies for specific methods:

install.packages(c("minerva", "Hmisc", "dHSIC", "infotheo",
                   "WRS2", "psych", "ppcor", "Ball", "TauStar", "DescTools"))

Quick Start

Basic Usage

library(moderncor)

set.seed(123)
x <- runif(100, -1, 1)
y <- x^2 + rnorm(100, sd = 0.1)  # non-linear relationship

# Pearson misses the non-linear dependency
moderncor(x, y, method = "pearson")

# Distance correlation captures it
moderncor(x, y, method = "dcor")

# Chatterjee's Xi detects functional dependence
moderncor(x, y, method = "xi")

Robust Correlations

x_out <- c(rnorm(50), 10)  # data with an outlier
y_out <- c(rnorm(50),  0)

# Biweight midcorrelation is resistant to outliers (no extra package needed)
moderncor(x_out, y_out, method = "biweight")

Partial Correlation

# Partial correlation of x and y controlling for z
z <- rnorm(100)
moderncor(x, y, z = z, method = "partial")

Categorical Association

# Cramer's V for two nominal variables
a <- factor(sample(c("A", "B", "C"), 100, replace = TRUE))
b <- factor(sample(c("X", "Y"), 100, replace = TRUE))
moderncor_cat(a, b, method = "cramers_v")

# Goodman-Kruskal Gamma for two ordinal variables
ord1 <- factor(sample(1:4, 100, replace = TRUE), ordered = TRUE)
ord2 <- factor(sample(1:4, 100, replace = TRUE), ordered = TRUE)
moderncor_cat(ord1, ord2, method = "gamma")

Pairwise Correlation Matrix

# Distance correlation matrix for the iris dataset
res_mat <- moderncor(iris[, 1:4], method = "dcor")
res_mat

# Convert to tidy data frame
as.data.frame(res_mat)

Helper Functions

# List all continuous methods
available_methods()

# List all categorical methods
available_methods_cat()

# Get details on a specific method
method_info("dcor")

License

GPL-3 (required by GPL-3 licensed dependencies).

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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