#85 Density plot with Matplotlib

Let’s consider that you want to study the relationship between 2 numerical variables with a lot of points. Then you can consider the number of points on each part of the plotting area and thus calculate a 2D kernel density estimate. It is like a smoothed histogram. Instead of a point falling into a particular bin, it adds a weight to surrounding bins. This plot is inspired from this stack overflow question. See this page to custom the color palette.


# libraries
import matplotlib.pyplot as plt
import numpy as np
from scipy.stats import kde

# create data
x = np.random.normal(size=500)
y = x * 3 + np.random.normal(size=500)

# Evaluate a gaussian kde on a regular grid of nbins x nbins over data extents
k = kde.gaussian_kde([x,y])
xi, yi = np.mgrid[x.min():x.max():nbins*1j, y.min():y.max():nbins*1j]
zi = k(np.vstack([xi.flatten(), yi.flatten()]))

# Make the plot
plt.pcolormesh(xi, yi, zi.reshape(xi.shape))

# Change color palette
plt.pcolormesh(xi, yi, zi.reshape(xi.shape), cmap=plt.cm.Greens_r)







You can add a color bar easily:








# Add color bar
plt.pcolormesh(xi, yi, zi.reshape(xi.shape), cmap=plt.cm.Greens_r)
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