I'm using imshow() to draw a 2D numpy array, so for example:
my_array = [[ 2. 0. 5. 2. 5.]
[ 3. 2. 0. 1. 4.]
[ 5. 0. 5. 4. 4.]
[ 0. 5. 2. 3. 4.]
[ 0. 0. 3. 5. 2.]]
plt.imshow(my_array, interpolation='none', vmin=0, vmax=5)
which plots this image:

What I want to do however, is change the colours, so that for example 0 is RED, 1 is GREEN, 2 is ORANGE, you get what I mean. Is there a way to do this, and if so, how?
I've tried doing this by changing the entries in the colourmap, like so:
cmap = plt.cm.jet
cmaplist = [cmap(i) for i in range(cmap.N)]
cmaplist[0] = (1,1,1,1.0)
cmaplist[1] = (.1,.1,.1,1.0)
cmaplist[2] = (.2,.2,.2,1.0)
cmaplist[3] = (.3,.3,.3,1.0)
cmaplist[4] = (.4,.4,.4,1.0)
cmap = cmap.from_list('Custom cmap', cmaplist, cmap.N)
but it did not work as I expected, because 0 = the first entry in the colour map, but 1 for example != the second entry in the colour map, and so only 0 is drawn diffrently:

I think the easiest way is to use a ListedColormap, and optionally with a BoundaryNorm to define the bins. Given your array above:
import matplotlib.pyplot as plt
import matplotlib as mpl
colors = ['red', 'green', 'orange', 'blue', 'yellow', 'purple']
bounds = [0,1,2,3,4,5,6]
cmap = mpl.colors.ListedColormap(colors)
norm = mpl.colors.BoundaryNorm(bounds, cmap.N)
plt.imshow(my_array, interpolation='none', cmap=cmap, norm=norm)
Because your data values map 1-on-1 with the boundaries of the colors, the normalizer is redundant. But i have included it to show how it can be used. For example when you want the values 0,1,2 to be red, 3,4,5 green etc, you would define the boundaries as [0,3,6...].

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