Correlation Network Diagram?

Hi all

On page 39 of this paper [1] by Andrew Lo there is a very interesting  
correlation network diagram (sorry I dont have a more convenient link to  
the type of diagram I'm talking about). does anyone know of any package in  
R that can generate these types of diagrams?

Cheers
-- Rory

[1] http://web.mit.edu/alo/www/Papers/august07.pdf

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