I have dataset in pandas DataFrame. I build a function which returns me a dataframe which looks like this:
Feature_name_1 Feature_name_2 corr_coef p-value
ABC DCA 0.867327 0.02122
So it's taking independent variables and returns correlation coefficient of them. Is there is any easy way I can check in this way non-linear relationship? In above case I used scipy Pearson correlation but I cannot find how to check non-linear? I found only more sophisticated methods and I would like have something easy to implement as above.
It will be enough if method will be easy to implement it's not necessary have to be from scipy on other specific packages