nltools
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We can optimize the function here
https://github.com/cosanlab/nltools/blob/a2a54df71972f41e4efc77dd861fd07bd214f0ec/nltools/data/brain_data.py#L958
See more here: https://stackoverflow.com/questions/30143417/computing-the-correlation-coefficient-between-two-multi-dimensional-arrays/30143754#30143754