[R] Correlation Mapping

[justin rapp]

On the cover of Zivot and Wang's Modeling Financial Time Series with S
Plus, there is a correlation plot that seems to indicate the strength
of correlation with color-coded squares, so that more highly
correlated stocks appear darker red.  If anybody out there is familiar
with the book or understands what I am talking about, I am curious as
to whether or not there is a similar function in R and how I can call
it up.
Thank you.

jdr