Cornerplot

Make a corner plot of samples in high dimensional spaces

Cornerplot takes a nSamples-by-nDimensions array, and makes density plots of every combination of the dimensions.
This is especially useful when using MCMC; you can see how the parameters in your model interact, and whether there are any tradeoffs between them.
Inspired by triangle.py (https://github.com/dfm/triangle.py) by Dan Foreman-Mackey (http://dan.iel.fm/).