ENH: scatter_matrix new parameter nondiagonal to allow hexbin plots i…

pandas/plotting/_matplotlib/misc.py

@@ -38,6 +38,7 @@ def scatter_matrix(
     ax=None,
     grid: bool = False,
     diagonal: str = "hist",
+    nondiagonal: str = "scatter",
     marker: str = ".",
     density_kwds=None,
     hist_kwds=None,
@@ -93,9 +94,14 @@ def scatter_matrix(
             else:
                 common = (mask[a] & mask[b]).values
 
-                ax.scatter(
-                    df[b][common], df[a][common], marker=marker, alpha=alpha, **kwds
-                )
+                if nondiagonal == "scatter":
+                    ax.scatter(
+                        df[b][common], df[a][common], marker=marker, alpha=alpha, **kwds
+                    )
+                elif nondiagonal == "hexbin":
+                    ax.hexbin(
+                        df[b][common], df[a][common], alpha=alpha, **kwds
+                    )
 
                 ax.set_xlim(boundaries_list[j])
                 ax.set_ylim(boundaries_list[i])

pandas/plotting/_misc.py

@@ -162,6 +162,7 @@ def scatter_matrix(
     ax: Axes | None = None,
     grid: bool = False,
     diagonal: str = "hist",
+    nondiagonal: str = "scatter",
     marker: str = ".",
     density_kwds: Mapping[str, Any] | None = None,
     hist_kwds: Mapping[str, Any] | None = None,
@@ -184,6 +185,9 @@ def scatter_matrix(
     diagonal : {'hist', 'kde'}
         Pick between 'kde' and 'hist' for either Kernel Density Estimation or
         Histogram plot in the diagonal.
+    nondiagonal : {'scatter', 'hexbin'}
+        Pick between 'scatter' and 'hexbin' for either scatter or
+        2D hexagonal binning plot in the diagonal.
     marker : str, optional
         Matplotlib marker type, default '.'.
     density_kwds : keywords
@@ -227,6 +231,7 @@ def scatter_matrix(
         ax=ax,
         grid=grid,
         diagonal=diagonal,
+        nondiagonal=nondiagonal,
         marker=marker,
         density_kwds=density_kwds,
         hist_kwds=hist_kwds,

pandas/tests/plotting/test_misc.py

@@ -196,6 +196,17 @@ def test_scatter_matrix_axis_smaller(self, pass_axis):
         _check_text_labels(axes0_labels, expected)
         _check_ticks_props(axes, xlabelsize=8, xrot=90, ylabelsize=8, yrot=0)
 
+    @pytest.mark.parametrize("nondiagonal", ["scatter", "hexbin"])
+    def test_scatter_matrix_nondiagonal(self, nondiagonal):
+        pytest.importorskip("scipy")
+        scatter_matrix = plotting.scatter_matrix
+        df = DataFrame(np.random.default_rng(2).standard_normal((100, 3)))
+        _check_plot_works(
+            scatter_matrix,
+            frame=df,
+            nondiagonal=nondiagonal,
+        )
+
     @pytest.mark.slow
     def test_andrews_curves_no_warning(self, iris):
         from pandas.plotting import andrews_curves