the .corr method filter the columns to only keep the numerical columns before apply any corr calclation.
https://github.com/pandas-dev/pandas/blob/67a3d4241ab84419856b84fc3ebc9abcbe66c6b3/pandas/core/frame.py#L8127

the .corr method filter the columns to only keep the numerical columns before apply any corr calclation. one issue with that is if I would like to apply a callable method _cramer_v to calc the correlation between categorical features, the .corr will skip it. I think for callable method, it should not skip any type of columns 