code: def corr(self):
          '''The correlation matrix'''
          cov = self.cov()
          N = cov.shape[0]
          corr = ndarray((N,N))
          for r in range(N):
              for c in range(r):
                  corr[r,c] = corr[c,r] = cov[r,c]/sqrt(cov[r,r]*cov[c,c])
              corr[r,r] = 1.
          return corf corr(self):
          '''The correlation matrix'''
          cov = self.cov()
          N = cov.shape[0]
          corr = ndarray((N,N))
          for r in range(N):
              for c in range(r):
                  corr[r,c] = corr[c,r] = cov[r,c]/sqrt(cov[r,r]*cov[c,c])
              corr[r,r] = 1.
          return corr
docs: The correlation matrix