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using DataFrames, FreqTables, NamedArrays

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using Plots
gr(size=(400, 300)); # as you like

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# Heatmap difinition for pivot
Plots.heatmap(pivot::NamedArray)= heatmap(names(pivot)..., pivot.array')

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df = DataFrame(Location = ["NY", "SF", "NY", "NY", "SF", "SF", "TX", "TX", "TX", "DC", "DC", "DC"],
               Class = ["M","M","H","L","L","H", "H","L","M","M","H","L"],
               Score = rand(12))

Out[4]:

12 rows × 3 columns

	Location	Class	Score
	String	String	Float64
1	NY	M	0.297741
2	SF	M	0.97259
3	NY	H	0.280303
4	NY	L	0.881094
5	SF	L	0.951233
6	SF	H	0.25687
7	TX	H	0.541418
8	TX	L	0.293883
9	TX	M	0.0366796
10	DC	M	0.169236
11	DC	H	0.575508
12	DC	L	0.51283

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pivot = freqtable(df, :Location, :Class, weights=df.Score)

Out[5]:

4×3 Named Array{Float64,2}
Location ╲ Class │         H          L          M
─────────────────┼────────────────────────────────
DC               │  0.575508    0.51283   0.169236
NY               │  0.280303   0.881094   0.297741
SF               │   0.25687   0.951233    0.97259
TX               │  0.541418   0.293883  0.0366796

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heatmap(pivot)

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