I'm doing a Naive Bayes prediction model where I've 666 features to select from. I've tried the SelectKBest chi2 test but it's a features-label test whereas what I'm trying to do is to find out the independency and also correlation feature-features. As the assumption to use Naive Bayes is that variables are all independent to each other, I have to remove features that dependent/correlated to each other.

Also kindly advice what are the other independence test that I should look into apart from chi2. (I have continuous features)

I'm doing a Naive Bayes prediction model where I've 666 features to select from. 

I've tried the SelectKBest chi2 test but it's a features-label test whereas what I'm trying to do is to find out the independency and also correlation feature-features. As the assumption to use Naive Bayes is that variables are all independent to each other, I have to remove features that are dependent/correlated to each other.

What are the other independence tests that I should look into apart from $chi^2$? (I have continuous features)