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python - Table legend in matplotlib

I would like to make a complex legend in matplotlib. I made the following code

import matplotlib.pylab as plt
import numpy as np

N = 25
y = np.random.randn(N)
x = np.arange(N)

y2 = np.random.randn(25)

# serie A
p1a, = plt.plot(x, y,       "ro", ms=10, mfc="r", mew=2, mec="r")
p1b, = plt.plot(x[:5], y[:5] ,  "w+", ms=10, mec="w", mew=2) 
p1c, = plt.plot(x[5:10], y[5:10], "w*", ms=10, mec="w", mew=2) 

# serie B
p2a, = plt.plot(x, y2,       "bo", ms=10, mfc="b", mew=2, mec="b")
p2b, = plt.plot(x[15:20], y2[15:20] ,  "w+", ms=10, mec="w", mew=2) 
p2c, = plt.plot(x[10:15], y2[10:15], "w*", ms=10, mec="w", mew=2) 


plt.legend([p1a, p2a, (p1a, p1b), (p2a,p2b), (p1a, p1c), (p2a,p2c)], 
 ["No prop", "No prop", "Prop +", "Prop +", "Prop *", "Prop *"], ncol=3, numpoints=1)

plt.show()

It produces plot like that: enter image description here

But I would like to plot complex legend like here:

enter image description here

I also tried to do the legend with table function but I can not put a patch object into the table to a proper position of a cell.

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Is this solution close enough to your liking? It is slighty inspired by Ricardo's answer, but I only used one legend-object for each column, and then utilised the title-keyword to set the title of each individual column. To put the markers in the center of each column I used handletextpad with a negative value to push it backward. There are no legends to individual lines. I also had to insert some spaces into the title-strings to make them look equally big when drawn on screen.

I also noticed now when the figure was saved that additional tweaks to the exact position of the legend-boxes and are needed, but since I guess you might want to tweak more stuff in the code anyway I leave it for you. You might also need to play yourself with the handletextpad to make them "perfectly" aligned.

import matplotlib.pylab as plt
import numpy as np
plt.close('all')

N = 25
y = np.random.randn(N)
x = np.arange(N)

y2 = np.random.randn(25)

# serie A
p1a, = plt.plot(x, y,       "ro", ms=10, mfc="r", mew=2, mec="r")
p1b, = plt.plot(x[:5], y[:5] ,  "w+", ms=10, mec="w", mew=2) 
p1c, = plt.plot(x[5:10], y[5:10], "w*", ms=10, mec="w", mew=2) 

# serie B
p2a, = plt.plot(x, y2,       "bo", ms=10, mfc="b", mew=2, mec="b")
p2b, = plt.plot(x[15:20], y2[15:20] ,  "w+", ms=10, mec="w", mew=2) 
p2c, = plt.plot(x[10:15], y2[10:15], "w*", ms=10, mec="w", mew=2) 

line_columns = [
                p1a, p2a,
                (p1a, p1b), (p2a, p2b),
                (p1a, p1c), (p2a, p2c)
                ]


leg1 = plt.legend(line_columns[0:2], ['', ''], ncol=1, numpoints=1, 
                  title='No prop', handletextpad=-0.4, 
                  bbox_to_anchor=[0.738, 1.])
leg2 = plt.legend(line_columns[2:4], ['', ''], ncol=1, numpoints=1, 
                  title=' Prop  + ', handletextpad=-0.4,
                  bbox_to_anchor=[0.87, 1.])
leg3 = plt.legend(line_columns[4:6], ['', ''], ncol=1, numpoints=1, 
                  title=' Prop  * ', handletextpad=-0.4, 
                  bbox_to_anchor=[0.99, 1.])

plt.gca().add_artist(leg1)
plt.gca().add_artist(leg2)
plt.gca().add_artist(leg3)

plt.gcf().show()

enter image description here

Edit

Maybe this will work better. You still have to tweak a few stuff, but the alignment-problem of the bboxes are away.

leg = plt.legend(line_columns, ['']*len(line_columns), 
             title='No Prop    Prop +    Prop *',  
             ncol=3, numpoints=1, handletextpad=-0.5)

enter image description here


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