Saves correlation matrix of selected headers

        :param out_file: Output file

def save_to_file(self, out_file):
        """Saves correlation matrix of selected headers

        :param out_file: Output file
        """
        correlation_matrix = self.get_correlation_matrix_from_columns()
        cr_plot.create_correlation_matrix_plot(
            correlation_matrix, self.title, self.headers_to_test)

        fig = pyplot.gcf()  # get reference to figure
        fig.set_size_inches(23.4, 23.4)
        pyplot.savefig(out_file, dpi=120)