import numpy as np
from snippets.plot import dependence_heatmap

# Draw some correlated samples.
n = 25
cov = np.cov(np.random.normal(0, 1, (n, 100)))
samples = np.random.multivariate_normal(np.zeros(n), cov, 100)
samples = {
    "a": samples[:, :10],
    "b": samples[:, 10:19],
    "c": samples[:, 19:],
}

# Show the dependence.
fig, ax = plt.subplots()
dependence_heatmap(samples)