by Rama Ramakrishnan from https://rviews.rstudio.com/2021/04/15/an-alternative-to-the-correlation-coefficient-that-works-for-numeric-and-categorical-variables/
…
When starting to work with a new dataset, it is useful to quickly pinpoint which pairs of variables appear to be strongly related. It helps you spot data issues, make better modeling decisions, and ultimately arrive at better answers.
The correlation coefficient is used widely for this purpose, but it is well-known that it can’t detect non-linear relationships. Take a look at this scatterplot of two variables xx and yy.