Update: This functionality is now in the latest version of Seaborn. Here's an example.
The following was my stopgap measure:
def factor_scatter_matrix(df, factor, palette=None):
'''Create a scatter matrix of the variables in df, with differently colored
points depending on the value of df[factor].
inputs:
df: pandas.DataFrame containing the columns to be plotted, as well
as factor.
factor: string or pandas.Series. The column indicating which group
each row belongs to.
palette: A list of hex codes, at least as long as the number of groups.
If omitted, a predefined palette will be used, but it only includes
9 groups.
'''
import matplotlib.colors
import numpy as np
from pandas.tools.plotting import scatter_matrix
from scipy.stats import gaussian_kde
if isinstance(factor, basestring):
factor_name = factor #save off the name
factor = df[factor] #extract column
df = df.drop(factor_name,axis=1) # remove from df, so it
# doesn't get a row and col in the plot.
classes = list(set(factor))
if palette is None:
palette = ['#e41a1c', '#377eb8', '#4eae4b',
'#994fa1', '#ff8101', '#fdfc33',
'#a8572c', '#f482be', '#999999']
color_map = dict(zip(classes,palette))
if len(classes) > len(palette):
raise ValueError('''Too many groups for the number of colors provided.
We only have {} colors in the palette, but you have {}
groups.'''.format(len(palette), len(classes)))
colors = factor.apply(lambda group: color_map[group])
axarr = scatter_matrix(df,figsize=(10,10),marker='o',c=colors,diagonal=None)
for rc in xrange(len(df.columns)):
for group in classes:
y = df[factor == group].icol(rc).values
gkde = gaussian_kde(y)
ind = np.linspace(y.min(), y.max(), 1000)
axarr[rc][rc].plot(ind, gkde.evaluate(ind),c=color_map[group])
return axarr, color_map
As an example, we'll use the same dataset as in the question, available here
>>> import pandas as pd
>>> iris = pd.read_csv('iris.csv')
>>> axarr, color_map = factor_scatter_matrix(iris,'Name')
>>> color_map
{'Iris-setosa': '#377eb8',
'Iris-versicolor': '#4eae4b',
'Iris-virginica': '#e41a1c'}
Hope this is helpful!