correlation matrix in python
<p>How do I calculate correlation matrix in python? I have an n-dimensional vector in which each element has 5 dimension. For example my vector looks like</p>

<pre>
[
 [0.1, .32, .2,  0.4, 0.8], 
 [.23, .18, .56, .61, .12], 
 [.9,   .3,  .6,  .5,  .3], 
 [.34, .75, .91, .19, .21]
] 
</pre>

<p>In this case dimension of the vector is 4 and each element of this vector have 5 dimension. How to construct the matrix in the easiest way?</p>

<p>Thanks</p>
