rnr_meucci_functions.py 文件源码

def plot_2_corr_heatmaps(corr1, corr2, labels, title1, title2):
    fig=plt.figure(figsize=(9, 8))
    gs = gridspec.GridSpec(1, 2)
    ax1 = fig.add_subplot(gs[0, 0])
    ax2 = fig.add_subplot(gs[0, 1])

    sns.set(style="white")

    # Generate a mask for the upper triangle
    mask = np.zeros_like(corr1, dtype=np.bool)
    mask[np.triu_indices_from(mask)] = True

    # 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(corr1, mask=mask, cmap=cmap, vmax=.3,
                square=True, xticklabels=labels, yticklabels=labels,
                linewidths=.5, ax=ax1, cbar_kws={"shrink": .3}, annot=True)
    ax1.set_title(title1)
    sns.heatmap(corr2, mask=mask, cmap=cmap, vmax=.3,
                square=True, xticklabels=labels, yticklabels=labels,
                linewidths=.5, ax=ax2, cbar_kws={"shrink": .3}, annot=True)
    ax2.set_title(title2)
    fig.tight_layout()
    plt.show()

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# Attribution
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