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I want to create corner plots like these ones:

https://i.stack.imgur.com/c21Pt.png

https://www.mathworks.com/matlabcentral/mlc-downloads/downloads/submissions/49567/versions/6/screenshot.png

http://dfm.io/george/current/_images/ind-corner.png

In python there is a library called corner for this purpose. However, I want to recreate them from scratch with pgfplots / tikz. As input, I have the posterior samples for each variable. Does anyone have an idea how to do this? My search has come up short.

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A first attempt but without the actually data (surprise). But i think you get the idea.

\documentclass[tikz]{standalone}
\usepackage{pgfplots}
\usepgfplotslibrary{groupplots}

\begin{document}
\begin{tikzpicture}
\begin{groupplot}[
    group style={
    group size=3 by 3,
    horizontal sep=5mm,
    vertical sep=5mm,
    xlabels at=edge bottom,
    xticklabels at=edge bottom,
    ylabels at=edge left,
    yticklabels at=edge left,
},
]
% 1st row
\nextgroupplot[title={logMs = ...}]
\addplot coordinates {(0,0) (1,2) (2,1)};
\nextgroupplot[group/empty plot]
\nextgroupplot[group/empty plot]
% 2nd row
\nextgroupplot[ylabel={logDs}]
\addplot coordinates {(0,0) (1,2) (2,1)};
\nextgroupplot[title={logDs = ...}]
\addplot coordinates {(0,0) (1,2) (2,1)};
\nextgroupplot[group/empty plot]
% 3rd row
\nextgroupplot[xlabel={logMs}, ylabel={a}]
\addplot coordinates {(0,0) (1,2) (2,1)};
\nextgroupplot[xlabel={logDs}]
\addplot coordinates {(0,0) (1,2) (2,1)};
\nextgroupplot[title={a = ...},xlabel={a}]
\addplot coordinates {(0,0) (1,2) (2,1)};
\end{groupplot}
\end{tikzpicture}
\end{document}

enter image description here

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