def _corr_from_inf(self):
Im = self.information_matrix
corr = pd.DataFrame(cov2corr(np.linalg.inv(Im.values)),
index=Im.index,
columns=Im.columns)
return corr
def _corr_from_cov(self):
C = self.covariance_matrix
corr = pd.DataFrame(cov2corr(C.values),
index=C.index,
columns=C.columns)
return corr