joint_kde.py

"""
Joint kernel density estimate
=============================

_thumb: .6, .4
"""
import numpy as np
import pandas as pd
import seaborn as sns
sns.set(style="white")

rs = np.random.RandomState(5)
mean = [0, 0]
cov = [(1, .5), (.5, 1)]
x1, x2 = rs.multivariate_normal(mean, cov, 500).T
x1 = pd.Series(x1, name="$X_1$")
x2 = pd.Series(x2, name="$X_2$")

g = sns.jointplot(x1, x2, kind="kde", size=7, space=0)