Parallel Sets. Based off a comment by Aaron Rendahl on CrossValidated.

parsets.r

parallelset <- function(..., freq, col="gray", border=0, layer, 
                        alpha=0.5, gap.width=0.05) {
  p <- data.frame(..., freq, col, border, alpha, stringsAsFactors=FALSE)
  n <- nrow(p)
  if(missing(layer)) { layer <- 1:n }
  p$layer <- layer
  np <- ncol(p) - 5
  d <- p[ , 1:np, drop=FALSE]
  p <- p[ , -c(1:np), drop=FALSE]
  p$freq <- with(p, freq/sum(freq))
  col <- col2rgb(p$col, alpha=TRUE)
  if(!identical(alpha, FALSE)) { col["alpha", ] <- p$alpha*256 }
  p$col <- apply(col, 2, function(x) do.call(rgb, c(as.list(x), maxColorValue = 256)))
  getp <- function(i, d, f, w=gap.width) {
    a <- c(i, (1:ncol(d))[-i])
    o <- do.call(order, d[a])
    x <- c(0, cumsum(f[o])) * (1-w)
    x <- cbind(x[-length(x)], x[-1])
    gap <- cumsum( c(0L, diff(as.numeric(d[o,i])) != 0) )
    gap <- gap / max(gap) * w
    (x + gap)[order(o),]
  }
  dd <- lapply(seq_along(d), getp, d=d, f=p$freq)
  par(mar = c(0, 0, 2, 0) + 0.1, xpd=TRUE )
  plot(NULL, type="n",xlim=c(0, 1), ylim=c(np, 1),
       xaxt="n", yaxt="n", xaxs="i", yaxs="i", xlab='', ylab='', frame=FALSE)
  for(i in rev(order(p$layer)) ) {
    for(j in 1:(np-1) )
      polygon(c(dd[[j]][i,], rev(dd[[j+1]][i,])), c(j, j, j+1, j+1),
              col=p$col[i], border=p$border[i])
  }
  text(0, seq_along(dd), labels=names(d), adj=c(0,-2), font=2)
  for(j in seq_along(dd)) {
    ax <- lapply(split(dd[[j]], d[,j]), range)
    for(k in seq_along(ax)) {
      lines(ax[[k]], c(j, j))
      text(ax[[k]][1], j, labels=names(ax)[k], adj=c(0, -0.25))
    }
  }           
}

# end of function, now, subset your data to the categories
# DataFrame, read in a table from a csv, 
library(foreign) 
# strings as factors saves having to redefine
table <- read.csv("DATA.csv", stringsAsFactors = TRUE, header=T )
# Add in colours for first defining group, assuming Category 1 yes/no
table <- within(table, {
  color <- ifelse(Category1=="Yes","#008888","#330066")
})
str(table)

with(table, parallelset(Category1, Category2, Category3, freq=Frequency, col=color, alpha=0.2))