matplotlib analog of R's `pairs`

Question

R has a useful function pairs 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 this blog post:

Is there any ready to use function based on python's matplolib? I have searched its gallery, 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.

UPDATE see below my answer with a quick and dirty approximation.

Answer 1

As far as I know, there's not a ready-to-use function like that.

Answer 2

Quick and dirty approximation to my needs:

def pair(data, labels=None):
    """ Generete something similar to R `pair` """

    nVariables = data.shape[1]
    if labels is None:
        labels = ['var%d'%i for i in range(nVariables)]
    fig = pl.figure()
    for i in range(nVariables):
        for j in range(nVariables):
            nSub = i * nVariables + j + 1
            ax = fig.add_subplot(nVariables, nVariables, nSub)
            if i == j:
                ax.hist(data[:,i])
                ax.set_title(labels[i])
            else:
                ax.plot(data[:,i], data[:,j], '.k')

    return fig

The code above is hereby released into the public domain