Comments from Loredo regarding terminology and plotting parameter tweaks

In an email on 2013-11-25, Tom Loredo (Cornell) suggested:

Two suggestions:

• There does not seem to be a universal terminology for these plots,
  but the terms I see most often are "pairs plots" and "scatterplot
  matrices" (I'd never seen "corner plot" or "triangle plot" before).
  I suggest putting these in your README.rst so people
  will more easily find your solution via a web search.
• One option I have in mine is to plot the posterior samples colored
  according to time in the chain, and transparent. I use a color map
  from blue to green to red, or something like that. It provides a
  graphical 2-D convergence diagnostic: if everything is mixed, the
  predominant color is brownish; but if the chain gets stuck anywhere,
  spots of a specific color stand out. In particular, if you don't
  discard enough "burn in," there is often a blue region sitting away
  from the brownish region. Probably too busy for a final plot, but
  helpful when you're exploring/tuning. My statistician collaborators
  at Duke like this and have started using it.

Thanks Tom!

README.rst is the only file named; start there to assess adding “pairs plots” and “scatterplot matrices” terminology. The plotting suggestion needs an entry point and tests to be identified before implementation; done would include the terminology update and, if adopted, an optional transparent color-by-chain-time diagnostic.