This add-in performs a partial correlation analysis along with several interactive graphical and statistical options. Partial correlations are useful for inferring potentially causal relationships, as they are adjusted for other variables in the set of variables you are considering.
JSL code for this add-in was originally written by Yusuke Ono of SAS/JMP Japan.
An example screenshot is below. For more details, click Add-Ins > Partial Correlation Diagram > Help after installing the add-in.