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

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.