rnr_meucci_functions.py 文件源码

def plot_corr_heatmap(corr, labels, heading):

    sns.set(style="white")

    # Generate a mask for the upper triangle
    mask = np.zeros_like(corr, dtype=np.bool)
    mask[np.triu_indices_from(mask)] = True

    # Set up the matplotlib figure
    f, ax = plt.subplots(figsize=(8, 8))

    # Generate a custom diverging colormap
    cmap = sns.diverging_palette(220, 10, as_cmap=True)

    # Draw the heatmap with the mask and correct aspect ratio
    sns.heatmap(corr, mask=mask, cmap=cmap, vmax=.3,
                square=True, xticklabels=labels, yticklabels=labels,
                linewidths=.5, ax=ax, cbar_kws={"shrink": .5}, annot=True)
    ax.set_title(heading)
    plt.show()