Seaborn lmplot with equation and R2 text

This now can be done using FacetGrid methods .map() or .map_dataframe():

import seaborn as sns
import scipy as sp

tips = sns.load_dataset('tips')
g = sns.lmplot(x='total_bill', y='tip', data=tips, row='sex',
               col="time", height=3, aspect=1)

def annotate(data, **kws):
    r, p = sp.stats.pearsonr(data['total_bill'], data['tip'])
    ax = plt.gca()
    ax.text(.05, .8, 'r={:.2f}, p={:.2g}'.format(r, p),
            transform=ax.transAxes)
    
g.map_dataframe(annotate)
plt.show()