title: Plot a Correlation Circle in Python
body: <p>I've been doing some Geometrical Data Analysis (GDA) such as Principal Component Analysis (PCA). I'm looking to plot a Correlation Circle... these look a bit like this:</p>
  
  <p><img src="https://i.stack.imgur.com/2pjd8.png" alt="1]"></p>
  
  <p>Basically, it allows to measure to which extend the Eigenvalue / Eigenvector of a variable is correlated to the principal components (dimensions) of a dataset.</p>
  
  <p>Anyone knows if there is a <strong>python</strong> package that plots such data visualization?</p>