CODE EXAMPLE FOR PYTHON

python scatter matrix with regression line

from scipy.stats import pearsonr
def reg_coef(x,y,label=None,color=None,**kwargs):
    ax = plt.gca()
    r,p = pearsonr(x,y)
    ax.annotate('r = {:.2f}'.format(r), xy=(0.5,0.5), xycoords='axes fraction', ha='center')
    ax.set_axis_off()

iris = sns.load_dataset("iris")
g = sns.PairGrid(iris)
g.map_diag(sns.distplot)
g.map_lower(sns.regplot)
g.map_upper(reg_coef)