How can one plot a 2d density with its marginal densities, along the lines of scatterplot-with-marginal-histograms-in-ggplot2 or 2D plot with histograms / marginals, in matplotlib ? In outline,
# I have --
A = a 2d numpy array >= 0
xdens ~ A.mean(axis=0)
ydens ~ A.mean(axis=1)
# I want --
pl.imshow( A )
pl.plot( xdens ) narrow, below A
pl.plot( ydens ) narrow, left of A, with the x y axes flipped
Added in 2017: see the lovely example of seaborn.jointplot, also this on SO. (The question was in 2013, before seaborn.)