Pandas legend for scatter matrix

The pandas scatter_matrix is a wrapper for several matplotlib scatter plots. Arguments are passed on to the scatter function. However, the scatter is usually meant to be used with a colormap and not a legend with discrete labeled points, so there is no argument available to create a legend automatically.

I'm affraid you have to manually create the legend. To this end you may create the dots from the scatter using matplotlib's plot function (with empty data) and add them as handles to the legend.

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
plt.rcParams["figure.subplot.right"] = 0.8

v= np.random.rayleigh(size=(30,5))
v[:,4] = np.random.randint(1,4,size=30)/3.
dataframe= pd.DataFrame(v, columns=['n1','n2','n3','n4',"c"])

columns = ['n1','n2','n3','n4']
grr = pd.scatter_matrix(
dataframe[columns], c=dataframe["c"], figsize=(7,5), label=['B','N','O'], marker='.',
    hist_kwds={'bins':20}, s=10, alpha=.8, cmap='brg')

handles = [plt.plot([],[],color=plt.cm.brg(i/2.), ls="", marker=".", \
                    markersize=np.sqrt(10))[0] for i in range(3)]
labels=["Label A", "Label B", "Label C"]
plt.legend(handles, labels, loc=(1.02,0))
plt.show()