Improve memory footprint for dataframe correlation (#4193)
Improve memory footprint for dataframe correlation (#4193)

Update the 'cov_corr_chunk' function in order to avoid multiple 3D ndarrays
instances.

Fixes #4106
mrocklin/dask,dask/dask,ContinuumIO/dask,dask/dask,ContinuumIO/dask,blaze/dask,blaze/dask,mrocklin/dask,jcrist/dask,jcrist/dask,jakirkham/dask,jakirkham/dask