Making heatmap from pandas DataFrame

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For people looking at this today, I would recommend the Seaborn heatmap() as documented here.

The example above would be done as follows: 

import numpy as np 
from pandas import DataFrame
import seaborn as sns
%matplotlib inline

Index= ['aaa', 'bbb', 'ccc', 'ddd', 'eee']
Cols = ['A', 'B', 'C', 'D']
df = DataFrame(abs(np.random.randn(5, 4)), index=Index, columns=Cols)

sns.heatmap(df, annot=True)

Where %matplotlib is an IPython magic function for those unfamiliar.

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