# skfolio.measures.correlation ### skfolio.measures.correlation(X, sample_weight=None) Compute the correlation matrix. * **Parameters:** **X** *ndarray of shape (n_observations, n_assets)* : Array of values. **sample_weight** *ndarray of shape (n_observations,), optional* : Sample weights for each observation. If None, equal weights are assumed. * **Returns:** **corr** *ndarray of shape (n_assets,)* : The correlation matrix.