Correlation df.corr() from Python API

[l0uisgrange]

Correlation

I would really like to see the original df.corr() from Polars, because now we only have df.pearsonCorr(a, b), which need 2 columns. I would like to have df.corr(), which returns the correlation between every pair of columns in the dataframe.

Here is a usage example

let df = pl.DataFrame({foo: [1, 2, 3], bar: [3, 2, 1], ham: [7, 8, 9]})
console.log(df.corr());

//  shape: (3, 3)
//  ┌──────┬──────┬──────┐
//  │ foo  ┆ bar  ┆ ham  │
//  │ ---  ┆ ---  ┆ ---  │
//  │ f64  ┆ f64  ┆ f64  │
//  ╞══════╪══════╪══════╡
//  │ 1.0  ┆ -1.0 ┆ 1.0  │
//  │ -1.0 ┆ 1.0  ┆ -1.0 │
//  │ 1.0  ┆ -1.0 ┆ 1.0  │
//  └──────┴──────┴──────┘

Here is the link to the Python API :

[Bidek56]

Python version of df.corr() uses np.corrcoef. Do you know if there's a small Rust equivalent?
Adding correlation_rust to this project is probably out of scope.