title: Plot multiple datasets in the same corner plot
body: <p>I was wondering if it is possible to plot more than one dataset together using <a href="https://corner.readthedocs.io/en/latest/" rel="nofollow noreferrer">corner plot</a>.
  Please don't suggest to use seaborn pairplot.</p>
  
  <p>Here the script from the documentation, it is a simple corner plot:</p>
  
  <pre><code>import corner
  import numpy as np
  
  ndim, nsamples = 2, 10000
  np.random.seed(42)
  samples = np.random.randn(ndim * nsamples).reshape([nsamples, ndim])
  figure = corner.corner(samples)
  </code></pre>
  
  <p>and the result:
  <a href="https://i.stack.imgur.com/ECe53.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/ECe53.png" alt="enter image description here"></a></p>
  
  <p>Now, I would like to plot a second dataset, maybe with a different color, over the three images above. Is there a way to do it?</p>