File: scatter_hist.py

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matplotlib 1.1.1~rc2-1
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import numpy as np
import matplotlib.pyplot as plt
from matplotlib.ticker import NullFormatter

# the random data
x = np.random.randn(1000)
y = np.random.randn(1000)

nullfmt   = NullFormatter()         # no labels

# definitions for the axes 
left, width = 0.1, 0.65
bottom, height = 0.1, 0.65
bottom_h = left_h = left+width+0.02

rect_scatter = [left, bottom, width, height]
rect_histx = [left, bottom_h, width, 0.2]
rect_histy = [left_h, bottom, 0.2, height]

# start with a rectangular Figure
plt.figure(1, figsize=(8,8))

axScatter = plt.axes(rect_scatter)
axHistx = plt.axes(rect_histx)
axHisty = plt.axes(rect_histy)

# no labels
axHistx.xaxis.set_major_formatter(nullfmt)
axHisty.yaxis.set_major_formatter(nullfmt)

# the scatter plot:
axScatter.scatter(x, y)

# now determine nice limits by hand:
binwidth = 0.25
xymax = np.max( [np.max(np.fabs(x)), np.max(np.fabs(y))] )
lim = ( int(xymax/binwidth) + 1) * binwidth

axScatter.set_xlim( (-lim, lim) )
axScatter.set_ylim( (-lim, lim) )

bins = np.arange(-lim, lim + binwidth, binwidth)
axHistx.hist(x, bins=bins)
axHisty.hist(y, bins=bins, orientation='horizontal')

axHistx.set_xlim( axScatter.get_xlim() )
axHisty.set_ylim( axScatter.get_ylim() )

plt.show()