rho <- seq(-1,1,0.01) # Pearson correlation
rho_s <- 6/pi*asin(rho/2) # Spearman correlation
tau_k <- 2/pi*asin(rho) # Kendell tau
plot(rho, rho, type="n", xlab="rho", ylab="rho_s, tau_k")
lines(rho, tau_k, col = "red")
lines(rho, rho_s, col = "blue")
legend("topleft", lty=c(1,1), col = c("red", "blue"), legend=c("tau_k", "rho_s"))