minor fixes and improvements to the pairs plot functions

- pass target color to legend
- do not use common norm, so that prior stays visible in kdeplots
- do not share y on the diagonal, so that all marginal distributions
  stay visible, even if one is very peaked

Author: vpratz

bayesflow/diagnostics/plots/pairs_posterior.py

@@ -123,6 +123,7 @@ def pairs_posterior(
             color2=prior_color,
             legend_fontsize=legend_fontsize,
             show_single_legend=False,
+            target_color=target_color,
         )
 
     return g

bayesflow/diagnostics/plots/pairs_samples.py

@@ -133,6 +133,7 @@ def _pairs_samples(
             height=height,
             hue="_source",
             palette=[color2, color],
+            diag_sharey=False,
             **kwargs,
         )
 
@@ -162,7 +163,7 @@ def _pairs_samples(
 
     # add KDEs to the lower diagonal
     try:
-        g.map_lower(sns.kdeplot, fill=True, color=color, alpha=alpha)
+        g.map_lower(sns.kdeplot, fill=True, color=color, alpha=alpha, common_norm=False)
     except Exception as e:
         logging.exception("KDE failed due to the following exception:\n" + repr(e) + "\nSubstituting scatter plot.")
         g.map_lower(sns.scatterplot, alpha=0.6, s=40, edgecolor="k", color=color, lw=0)

bayesflow/utils/plot_utils.py

@@ -374,6 +374,7 @@ def create_legends(
     label: str = "Posterior",
     show_single_legend: bool = False,
     legend_fontsize: int = 14,
+    target_color: str = "red",
 ):
     """
     Helper function to create legends for pairplots.
@@ -395,6 +396,8 @@ def create_legends(
         should also display legend
     legend_fontsize    : int, optional, default: 14
         fontsize for the legend
+    target_color : str, optional, default "red"
+        Color for the target label
     """
     handles = []
     labels = []
@@ -411,7 +414,7 @@ def create_legends(
     labels.append(posterior_label)
 
     if plot_data.get("targets") is not None:
-        target_handle = plt.Line2D([0], [0], color="r", linestyle="--", marker="x", label="Targets")
+        target_handle = plt.Line2D([0], [0], color=target_color, linestyle="--", marker="x", label="Targets")
         target_label = "Targets"
         handles.append(target_handle)
         labels.append(target_label)