# date: 2019.04.15

# http://seaborn.pydata.org/examples/many_pairwise_correlations.html

import matplotlib

matplotlib.use('TkAgg')

from string import ascii_letters

import numpy as np

import pandas as pd

import seaborn as sns

import matplotlib.pyplot as plt

sns.set(style="white")

# Generate a large random dataset

rs = np.random.RandomState(33)

d = pd.DataFrame(data=rs.normal(size=(100, 26)),

columns=list(ascii_letters[26:]))

# Compute the correlation matrix

corr = d.corr()

# Generate a mask for the upper triangle

mask = np.zeros_like(corr, dtype=np.bool)

mask[np.triu_indices_from(mask)] = True

# Set up the matplotlib figure

f, ax = plt.subplots(figsize=(11, 9))

# Generate a custom diverging colormap

cmap = sns.diverging_palette(220, 10, as_cmap=True)

# Draw the heatmap with the mask and correct aspect ratio

sns.heatmap(corr, mask=mask, cmap=cmap, vmax=.3, center=0,

square=True, linewidths=.5, cbar_kws={"shrink": .5})

plt.show()