title: matplotlib analog of R's `pairs`
body: <p>R has a useful function <code>pairs</code> that provides nice matrix of plots of pairwise connections between variables in a data set. The resulting plot looks similar to the following figure, copied from <a href="http://statisticsr.blogspot.com/2009/12/r-pairs-plot.html" rel="noreferrer">this blog post</a>:</p>
  
  <p><img src="https://2.bp.blogspot.com/_xLDEmoNB_RM/SzRINMDPNbI/AAAAAAAAFDc/N5gUwj7JHWA/s640/screenshot_001.png" alt="pairs"></p>
  
  <p>Is there any ready to use function based on python's matplolib? I have searched its <a href="http://matplotlib.sourceforge.net/gallery.html" rel="noreferrer">gallery</a>, but couldn't find anything that resembles what I need.  Technically, this should be a simple task, but proper handling of all the possible cases, labels, titles, etc is very tedious.</p>
  
  <p><strong>UPDATE</strong> see below my answer with a quick and dirty approximation.</p>