Standardize cache directory

[Freed-Wu]

Fix #1530

[mwaskom]

Please put this file in the external/ directory with other vendored packages and include a copy of its license in the licenses/ directory. And please fill out the PR description to link to previous discussions and close related issues.

[Freed-Wu]

Fix #1530

[mwaskom]

Thanks @Freed-Wu , you need to put the "closes #issue" in the first post otherwise it won't link properly. I edited the PR description to do that.

[codecov]

Codecov Report

Merging #2773 (47b5c8a) into master (069d53a) will increase coverage by 0.00%.
The diff coverage is 100.00%.

@@           Coverage Diff           @@
##           master    #2773   +/-   ##
=======================================
  Coverage   97.53%   97.53%           
=======================================
  Files          17       17           
  Lines        6439     6440    +1     
=======================================
+ Hits         6280     6281    +1     
  Misses        159      159           

Impacted Files	Coverage Δ
seaborn/utils.py	95.22% <100.00%> (+0.01%)	⬆️

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[mwaskom]

Thanks @Freed-Wu, I did a little fixup and then merged locally. In the future, please

• Make changes on a branch, rather than on your version of master
• Take a moment to look at the context around the change you are making for opening the PR; I had to fix the docstring to the get_data_home function that you edited, which had a reference to the previous cache location.

[Freed-Wu]

Thanks!

[mxsrc]

Thanks for this PR @Freed-Wu !