title: seaborn plot_marginals multiple kdeplots
body: <p>I would like to be able to plot multiple overlaid kde plots on the y axis margin (don't need the x axis margin plot). Each kde plot would correspond to the color category (there are 4) so that I would have 4 kde's each depicting the distribution of one of the categories. This is as far as I got:</p>
  
  <pre><code>import numpy as np
  import pandas as pd
  import seaborn as sns
  import matplotlib.pyplot as plt
  
  
  %matplotlib inline
  %config InlineBackend.figure_format = 'svg'
  
  
  
  x = [106405611, 107148674, 107151119, 107159869, 107183396, 107229405, 107231917, 107236097,
   107239994, 107259338, 107273842, 107275873, 107281000, 107287770, 106452671, 106471246, 
   106478110, 106494135, 106518400, 106539079]
  
  
  y = np.array([  9.09803208,   5.357552  ,   8.98868469,   6.84549005,
           8.17990909,  10.60640521,   9.89935692,   9.24079133,
           8.97441459,   9.09803208,  10.63753055,  11.82336724,
           7.93663794,   8.74819285,   8.07146236,   9.82336724,
           8.4429435 ,  10.53332973,   8.23361968,  10.30035256])
  
  
  x1 = pd.Series(x, name="$V$")
  x2 = pd.Series(y, name="$Distance$")  
  
  col = np.array([2, 4, 4, 1, 3, 4, 3, 3, 4, 1, 4, 3, 2, 4, 1, 1, 2, 2, 3, 1])
  
  g = sns.JointGrid(x1, x2)
  g = g.plot_joint(plt.scatter, color=col, edgecolor="black", cmap=plt.cm.get_cmap('RdBu', 11))
  cax = g.fig.add_axes([1, .25, .02, .4])
  plt.colorbar(cax=cax, ticks=np.linspace(1,11,11))
  g.plot_marginals(sns.kdeplot, color="black", shade=True)
  </code></pre>
  
  <p><a href="https://i.stack.imgur.com/QSxsb.png" rel="noreferrer"><img src="https://i.stack.imgur.com/QSxsb.png" alt="enter image description here"></a></p>