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I wanted an easy way to create a scatter plot matrix from a data frame. It doesn't have the labels along the diagonals like R's ipairs does, but I don't think that would be too much work if you guys preferred that. I saw there was a scatter_matrix function in tools/plotting.py, but I wasn't sure what that was for.
I made sure it displayed data with NA values correctly, but that's about as much testing I could think of.
Update: I didn't notice issue #857, I guess if this is already in the works then please ignore this.