ENH: Implement categorical correlation
#### Is your feature request related to a problem?

Currently, whenever I want to visualize features correlation I'm using df.corr(), but when I have a dataset with categorical features I have to encode them before using df.corr() if I want to include the categorical features.

#### Describe the solution you'd like

I came across this article 
[https://towardsdatascience.com/the-search-for-categorical-correlation-a1cf7f1888c9](https://towardsdatascience.com/the-search-for-categorical-correlation-a1cf7f1888c9) 
and I wondered if I can implement the solution as a new feature or add it into corr().


#### API breaking implications

Maybe add another boolean parameter to corr which indicate that the user wants to include categorical features?

Thanks :)
