import numpy as np
import pandas as pd

a = np.random.normal(1, 3, 100)
b = np.random.normal(3, 1, 100)
c = np.random.normal(2, 2, 100)

df = pd.DataFrame({'A':a,'B':b,'C':c})
pd.scatter_matrix(df, diagonal='kde');

df = pd.DataFrame(np.random.randn(200, 4), columns=['a', 'b', 'c', 'd'])
pd.scatter_matrix(df, alpha=0.2, figsize=(8, 8), diagonal='kde');