ds_corr.py

import matplotlib.pyplot as plt
import pandas as pd
import seaborn as sns
import phik  # pip install phik==0.12.4


# see: https://phik.readthedocs.io/en/latest/


def correlation_mtx(df_: pd.DataFrame, *columns: list[str], title: str = "") -> None:
     # src: https://gist.github.com/eugen-hoppe/6009fc3bc061592dcd338d83371ec2a2
    phik_data = pd.get_dummies(
        df_[[*columns]],
        drop_first=True,
    )
    phik_matrix = phik_data[phik_data.columns].phik_matrix(
        interval_cols=phik_data.columns
    )
    plt.figure(figsize=(10, 8))
    sns.heatmap(
        phik_matrix, cmap="Blues", annot=True, fmt=".1f", annot_kws={"size": 6}
    )
    plt.title("Correlation Matrix" if not title else title, fontsize=14)
    plt.xticks(fontsize=8)
    plt.yticks(fontsize=8)
    plt.show()