Optimize for calculating correlations

[Shine226]

Current code is using corr to calculate correlation matrix. This approach is not good for asymmetrical case (e.g., 1 dependent and 10 independent variable).
corr_mat = data_df[corr_var_list].corr(method=self.corrtype)

[hatrick36]

Hi Shine, have you already started working on this issue?

[Shine226]

I have some simple alternative code for this issue. But I am not working thoroughly on it.