There is the plot[1] library which provides for updateable plots from GHCi REPL and has a gnuplot-like interface. I wrote it for this very reason, a mathematics/statistics development environment.
It uses Data.Vector.Storable, which provides for compatability with both statistics and hmatrix packages (as well as hstatistics).
Looks very interesting. I'll try it out.
I think talking about data frames is a bit pointless unless we specify what is data frame. Basically there are two representations of tabular data structure: array of tuples or tuple of arrays. If you want first go for Data.Vector.Vector YourData. If you want second you'll probably end up with some HList-like data structure to hold arrays.
Matrices from hmatrix are easily converted to rows or columns of Data.Vector.Storable and can be sliced and otherwise manipulated.
That's why I said that homogenous data frame is simple. But if you want to have columns which hold values with different type they lo longer a matrix and thing become way more interesting.