Is there a way to add robust correlations and significance value/stars using WRS2 in GGally: ggpairs plots?

ggpairs plot computes correlations using base cor method only. How can we supply the pbcor or wincor values/p-values (from WRS2 package) to the plot?

ggpairs allows you to provide custom functions for the different facets of your matrix (as arguments to upper, lower and diag). There is also a ggally_statistic function that allows you to print results from other functions/tests into those facets. By wrapping this function (using the wrapping mechanism provided by the GGally package) with the correct parameters, we can easily create a custom function using the required correlation measure.

library(GGally)

d <- data.frame(A = rnorm(100),
                B = rnorm(100),
                C = rnorm(100))

mcor <- wrap(ggally_statistic,
             title = "pbcor", # name of the metric to be displayed
             text_fn = function(x, y) {
               corObj <- WRS2::pbcor(x, y) # use the desired function here or add arguments
               cor_txt <- formatC(corObj$cor, digits = 3, format = "f")
               cor_txt <- stringr::str_c(cor_txt, signif_stars(corObj$p.value))
               cor_txt
             })
ggpairs(d, upper = list(continuous = mcor))