GGally package offers great options to build correlograms. The
ggpairs() function build a classic correlogram with scatterplot, correlation coefficient and variable distribution. On top of that, it is possible to inject ggplot2 code, for instance to color categories.
corrgram is another great alternative to build correlograms. You can choose what to display in the upper, lower and diagonal part of the figure: scatterplot, pie chart, text, ellipse and more.
Square and Pie
How to use the corrgram() function to represent correlation with square and pie charts.
Lesser known ways to build correlogram with R, like the
ellipse package, the
plot() function and the