Create a grid of scatter plots with confidence ellipses.
ell_kwds, plot_kdes not used yet
looks ok with 5 or 6 variables, too crowded with 8, too empty with 1
Parameters: | data : array_like
level : scalar, optional
varnames : list of str, optional
ell_kwds : dict, optional
plot_kwds : dict, optional
add_titles : bool, optional
keep_ticks : bool, optional
fig : Matplotlib figure instance, optional
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Returns: | fig : Matplotlib figure instance
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