Returns the column correlations.

def column_correlations(self, X):
        """Returns the column correlations."""
        utils.validation.check_is_fitted(self, 's_')

        X_global = self._build_X_global(X)
        row_pc = self._row_coordinates_from_global(X_global)

        return pd.DataFrame({
            component: {
                feature: row_pc[component].corr(X_global[feature].to_dense())
                for feature in X_global.columns
            }
            for component in row_pc.columns
        })