Feature Idea: Hoeffding's Dependency for DataFrames, similar to .corr(method='spearman')
You can see the definition of this measure of statistical dependency here:

**http://support.sas.com/documentation/cdl/en/procstat/67528/HTML/default/viewer.htm#procstat_corr_details07.htm**

And here is a parallel implementation for Matlab:

https://stackoverflow.com/a/9322657

There is another version for R here:

https://www.rdocumentation.org/packages/Hmisc/versions/4.1-1/topics/hoeffd

This would be very useful to be able to do with DataFrames, especially for things like near-duplicate detection where you are looking at the relationship between on image fingerprint vector, and you want to compare it to every fingerprint in a database.