scatterplot matrix

Has anyone implemented a nice SCATTERPLOT MATRIX
(e.g., click http://www.math.sfu.ca/~cschwarz/Stat-301/Handouts/node43.html
and tab down once for an example. Or for variants see e.g.
http://www.ncss.com/scatmatrix.html
http://www.itl.nist.gov/div898/software/dataplot/refman1/auxillar/scatplma.htm
http://www.mrc-bsu.cam.ac.uk/bugs/documentation/coda03/node34.html )

Thank you,
Alan Isaac