title: Correlation matrix plot with coefficients on one side, scatterplots on another, and distributions on diagonal
body: <p>I love this correlation matrix from the <code>PerformanceAnalytics</code> R package's <a href="https://www.rdocumentation.org/packages/PerformanceAnalytics/versions/1.4.3541/topics/chart.Correlation" rel="noreferrer"><code>chart.Correlation</code> function</a>:</p>
  
  <p><a href="https://i.stack.imgur.com/WTQV2.png" rel="noreferrer"><img src="https://i.stack.imgur.com/WTQV2.png" alt="PerformanceAnalytics chart.Correlation result"></a></p>
  
  <p>How can I create this in Python? The correlation matrix plots I've seen are primarily heatmaps, such as <a href="https://seaborn.pydata.org/examples/many_pairwise_correlations.html" rel="noreferrer">this <code>seaborn</code> example</a>.</p>