Add an example for scatter plots with auto legends (#607)

The example is modified from https://matplotlib.org/gallery/lines_bars_and_markers/scatter_with_legend.html

Author: seisman

examples/gallery/plot/scatter.py

@@ -0,0 +1,41 @@
+"""
+Scatter plots with a legend
+---------------------------
+
+To create a scatter plot with a legend one may use a loop and create one scatter
+plot per item to appear in the legend and set the label accordingly.
+
+Modified from the matplotlib example:
+https://matplotlib.org/gallery/lines_bars_and_markers/scatter_with_legend.html
+"""
+
+import numpy as np
+import pygmt
+
+np.random.seed(19680801)
+n = 200  # number of random data points
+
+fig = pygmt.Figure()
+fig.basemap(
+    region=[-0.1, 1.1, -0.1, 1.1],
+    projection="X10c/10c",
+    frame=["xa0.2fg", "ya0.2fg", "WSrt"],
+)
+for color in ["blue", "orange", "green"]:
+    x, y = np.random.rand(2, n)  # random X and Y data in [0,1]
+    sizes = np.random.rand(n) * 0.5  # random size [0,0.5], in cm
+    # plot data points as circles (style="c"), with different sizes
+    fig.plot(
+        x=x,
+        y=y,
+        style="c",
+        sizes=sizes,
+        color=color,
+        # Set the legend label,
+        # and set the circle size to be 0.25 cm (+S0.25c) in legend
+        label=f"{color}+S0.25c",
+        transparency=70,  # set transparency level for all symbols
+    )
+
+fig.legend(transparency=30)  # set transparency level for legends
+fig.show()