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Connect your dataset to Tableau.
Drag and drop the variables you want to calculate the correlation coefficient for onto the Rows and Columns shelf.
Right-click one of the variables and select "Add Table Calculation."
Select "Correlation" as the calculation type.
Drag and drop the variable with the correlation coefficient onto the color shelf.
Click on the "Color" legend and select "Edit Colors."
In the "Edit Colors" dialog box, select the "Heat Map" option.
Adjust the color range as desired and click "OK."
To add labels to the heatmap, drag and drop the variables onto the "Label" shelf.
Save and publish your heatmap.