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A function corrMatrix to calculate correlation across all the pairs of arguments. #44587

@alexey-milovidov

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@alexey-milovidov

Use case

See #35979

Describe the solution you'd like

Let's add a function corrMatrix, taking an arbitrary number of arguments and returning a 2d array.
Note: this matrix will be somewhat redundant - symmetric with 1 on the diagonal, but let's return it as a whole for simplicity.

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