DOC: clarify corr behaviour when using a callable
fixes #25726

- [x] closes #25726
- [ ] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

In the issue we agreed that explaining that the callable is not called for
the diagonal and the other half of the matrix would be welcome (since by definition those
are supposed to be 1 and symmetric).

On Thu, Mar 14, 2019 at 10:59 AM Jeff Reback <notifications@github.com>
wrote:

> *@jreback* commented on this pull request.
> ------------------------------
>
> In pandas/core/frame.py
> <https://github.com/pandas-dev/pandas/pull/25732#discussion_r265642567>:
>
> > @@ -7021,8 +7021,9 @@ def corr(self, method='pearson', min_periods=1):
>              * kendall : Kendall Tau correlation coefficient
>              * spearman : Spearman rank correlation
>              * callable: callable with input two 1d ndarrays
> -                and returning a float
> -
> +                and returning a float. Note that the returned matrix from corr
>
> if you want instead to add a link to a correlation matrix that would be ok
>
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> # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25732?src=pr&el=h1) Report
> Merging [#25732](https://codecov.io/gh/pandas-dev/pandas/pull/25732?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/64f5961798438f09f2c6b6c474065909f5ebc336?src=pr&el=desc) will **not change** coverage.
> The diff coverage is `n/a`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25732/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25732?src=pr&el=tree)

```diff
@@           Coverage Diff           @@
##           master   #25732   +/-   ##
=======================================
  Coverage   91.25%   91.25%           
=======================================
  Files         172      172           
  Lines       52973    52973           
=======================================
  Hits        48338    48338           
  Misses       4635     4635
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.82% <ø> (ø)` | :arrow_up: |
| #single | `41.74% <ø> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25732?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/25732/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `96.79% <ø> (ø)` | :arrow_up: |
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/25732/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `93.68% <ø> (ø)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25732?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25732?src=pr&el=footer). Last update [64f5961...f79fc71](https://codecov.io/gh/pandas-dev/pandas/pull/25732?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks