title: python bokeh, how to make a correlation plot?
body: <p>How can I make a correlation heatmap in Bokeh?</p>
  
  <pre><code>import pandas as pd
  import bokeh.charts
  
  df = pd.util.testing.makeTimeDataFrame(1000)
  c = df.corr()
  
  p = bokeh.charts.HeatMap(c) # not right
  
  # try to make it a long form
  # (and it's ugly in pandas to use 'index' in melt)
  
  c['x'] = c.index
  c = pd.melt(c, 'x', ['A','B','C','D'])
  
  # this shows the right 4x4 matrix, but values are still wrong
  p = bokeh.charts.HeatMap(c, x = 'x', y = 'variable', values = 'value') 
  </code></pre>
  
  <p>By the way, can I make a colorbar on the side, instead of legends in the plot? And also how to choose the color range/mapping eg dark blue (-1) to white (0) to dark red (+1)?</p>