MINE: Maximal Information-based NonParametric Exploration
From the post:
There was a lot of buzz in the blogosphere as well as the science community about a new family of algorithms that are able to find non-linear relationships over extremely large fields of data. What makes it particularly useful is that the measure(s) it uses are based upon mutual information rather than standard pearson’s correlation type measures, which do not capture non-linear relationships well.
The (java based) software can be downloaded here: http://www.exploredata.net/ In addition, there is the capability to directly run the software from R.
A data exploration tool for your weekend enjoyment!