Triangle plots

triplot.py

__all__ = ["triplot"]

import itertools

import matplotlib.pyplot as pl
from matplotlib.ticker import MaxNLocator

import numpy as np

def triplot(samples, titles=None, sfactor=0.1):
    """
    ## Arguments

    * `samples` (numpy.ndarray): The samples (nsamples, nvars).
    * `titles` (list): A list of length nvars.

    """
    nvars = samples.shape[-1]
    if titles is None:
        titles = [str(d) for d in range(nvars)]
    ranges = [[np.min(samples[:,i])*(1-sfactor),
               np.max(samples[:,i])*(1+sfactor)] for i in range(nvars)]
    assert nvars == len(titles)

    fig = pl.figure(figsize=(30, 30))

    for i, (yi,xi) in enumerate(itertools.product(np.arange(nvars),
                                                        np.arange(nvars))):
        if xi <= yi:
            x, y = samples[:,xi], samples[:,yi]
            ax = fig.add_subplot(nvars, nvars, i+1)

            if xi == yi:
                ax.hist(x, 50, histtype="step", color="k")
                ax.set_yticklabels([])
                ax.set_xlim(ranges[xi])
            else:
                ax.plot(x, y, ".k")
                ax.set_xlim(ranges[xi])
                ax.set_ylim(ranges[yi])

            ax.xaxis.set_major_locator(MaxNLocator(5))
            ax.yaxis.set_major_locator(MaxNLocator(5))

            if xi > 0:
                ax.set_yticklabels([])
            else:
                if yi > 0:
                    ax.set_ylabel(titles[yi])

            if yi < nvars-1:
                ax.set_xticklabels([])
            else:
                ax.set_xlabel(titles[xi])
                for t in ax.get_xticklabels():
                    t.set_rotation(60)

if __name__ == "__main__":
    nvars, nsamples = 10, 1000
    samples = np.random.randn(nvars*nsamples).reshape(nsamples, nvars)
    titles = ["Variable %d"%i for i in range(nvars)]
    triplot(samples, titles)
    pl.savefig("triplot.png")

Hey Dan, maybe this will inspire you

def plotCorr(l, pars, plotfunc=None, lbls=None, _args, *_kwargs):
""" Plot correlation matrix between variables
inputs
l -- dictionary of variables (could be a Table)
pars -- parameters to use

            *args, **kwargs are forwarded to the plot function
    """
    fontmap = {1:10, 2:8, 3:6, 4:5, 5:4}
    if not len(pars)-1 in fontmap:
            fontmap[len(pars)-1] = 3

    if lbls == None:
            lbls = pars

    k = 1
    axes = numpy.empty((len(pars),len(pars)), dtype=object)
    for j in range(len(pars)):
            newrow=True
            for i in range(len(pars)):
                    if i>j:
                            if j>0:
                                    sharex = axes[j-1, i]
                            else: 
                                    sharex = None
                            if i>0:
                                    sharey = axes[j, i-1]
                            else: 
                                    sharey = None
                            ax = subplot(len(pars)-1,len(pars)-1,k, sharey=sharey, sharex=sharex)
                            axes[j,i] = ax
                            if plotfunc == None:
                                    plot(l[pars[i]],l[pars[j]],',',**kwargs)
                            else:
                                    plotfunc(l[pars[i]],l[pars[j]],*args, **kwargs)

                            theme(ax=ax)
                            tlabels = gca().get_xticklabels()
                            setp(tlabels, 'fontsize', 2*fontmap[len(pars)-1])
                            tlabels = gca().get_yticklabels()
                            setp(tlabels, 'fontsize', 2*fontmap[len(pars)-1])
                            if not newrow:
                                    setp(ax.get_xticklabels()+ax.get_yticklabels(), visible=False)
                            else:
                                    xlabel(lbls[i], fontsize=2.*fontmap[len(pars)-1])
                                    ylabel(lbls[j], fontsize=2.*fontmap[len(pars)-1])
                                    newrow=False
                    if i!=j:
                            k+=1
    setMargins(hspace=0.0, wspace=0.0)