Correlation matrices for each dataset for HR 8799 e, with the GPI H-band data shown in the top row and the SPHERE YJH data on the bottom. Following the processing using KLIP (left) or PynPoint (right), we calculate the correlation and covariance matrices as described in Sect. 3.2. The correlation is computed as in Eq. (2). The GPI data is more strongly correlated than the SPHERE data, particularly following the KLIP processing. The SPHERE data shows structure similar to the correlation matrix, with the correlation width following the shape of the water absorption spectrum.