Plotting a diagonal correlation matrix#


seaborn components used: set_theme(), diverging_palette(), heatmap()

from string import ascii_letters
import numpy as np
import pandas as pd
import seaborn as sns
import matplotlib.pyplot as plt


# Generate a large random dataset
rs = np.random.RandomState(33)
d = pd.DataFrame(data=rs.normal(size=(100, 26)),

# Compute the correlation matrix
corr = d.corr()

# Generate a mask for the upper triangle
mask = np.triu(np.ones_like(corr, dtype=bool))

# Set up the matplotlib figure
f, ax = plt.subplots(figsize=(11, 9))

# Generate a custom diverging colormap
cmap = sns.diverging_palette(230, 20, 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})