Non-linear correlation with other metrics such as Hoeffding's D, Distance Correlation and the Mutual Information and Maximal Information

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The correlation package with NumXL comes with three different ways to calculate the linear correlation: Pearson, Spearman and Kendall's Tau. I also want to test for the possibility of non-linear correlation with other metrics such as Hoeffding's D, Distance Correlation and the Mutual Information and Maximal Information Coefficient tests. Here is a link with an explanation of these other tests: https://www3.nd.edu/~mclark19/learn/CorrelationComparison.pdf.

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