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Feature request: Add values in the covariance/correlation plot #697

@svazzole

Description

@svazzole

Is your feature request related to a problem?
It is not really a problem, rather an enhancement.

Describe the feature you'd like
I think it would be nice to add an option to show the values of the covariance/correlation when plotting the matrix. I think it would be easier to read.

Additional context
I think I can help with that: we need only to modify the plot_covariance function, adding an additional option show_values (with default set to False) and adding something like:

if show_values:
    n = matrix.shape[0]
    for i in range(n):
        for j in range(n):
            text = ax.text(j, i, matrix[i, j], ha="center", va="center", color="w")

Something like this:

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