Please examine the URL you are looking at. You are looking at *very* old documentation. The bokeh.charts interface underwent significant changes about a year ago. Please always try to make sure you are looking at the correct documentation for the version you have installed.
As it happens, the new version of HeatMap has not made it into the documentation site yet. This is regrettable but the core team is very over-committed at present (any help and contribution is appreciated). However, the examples are always kept up to date, and you can see one here: