R has a useful function
import numpy as np import pandas as pd import matplotlib.pyplot as plt df = pd.DataFrame(np.random.randn(1000, 4), columns=['A','B','C','D']) axes = pd.tools.plotting.scatter_matrix(df, alpha=0.2) plt.tight_layout() plt.savefig('scatter_matrix.png')
However it is
pandas specific (but could be used as a starting point).
There are some more
R like plots in pandas. Have a look at the docs.