Although this question is rather "old" and the problem might have been solved differently...
It's probably more for curiosity and fun than for practical purposes.
The following code implements a coloring according to the density of points using gnuplot only. On my older computer it takes a few minutes to plot 1000 points. I would be interested if this code can be improved especially in terms of speed (without using external tools).
It's a pity that gnuplot does not offer basic functionality like sorting, look-up tables, merging, transposing or other basic functions (I know... it's gnuPLOT... and not an analysis tool).
The code:
### density color plot 2D
reset session
# create some dummy datablock with some distribution
N = 1000
set table $Data
set samples N
plot '+' u (invnorm(rand(0))):(invnorm(rand(0))) w table
unset table
# end creating dummy data
stats $Data u 1:2 nooutput
XMin = STATS_min_x
XMax = STATS_max_x
YMin = STATS_min_y
YMax = STATS_max_y
XRange = XMax-XMin
YRange = YMax-YMin
XBinCount = 20
YBinCount = 20
BinNo(x,y) = floor((y-YMin)/YRange*YBinCount)*XBinCount + floor((x-XMin)/XRange*XBinCount)
# do the binning
set table $Bins
plot $Data u (BinNo($1,$2)):(1) smooth freq # with table
unset table
# prepare final data: BinNo, Sum, XPos, YPos
set print $FinalData
do for [i=0:N-1] {
set table $Data3
plot $Data u (BinNumber = BinNo($1,$2),$1):(XPos = $1,$1):(YPos = $2,$2) every ::i::i with table
plot [BinNumber:BinNumber+0.1] $Bins u (BinNumber == $1 ? (PointsInBin = $2,$2) : NaN) with table
print sprintf("%g\t%g\t%g\t%g", XPos, YPos, BinNumber, PointsInBin)
unset table
}
set print
# plot data
set multiplot layout 2,1
set rmargin at screen 0.85
plot $Data u 1:2 w p pt 7 lc rgb "#BBFF0000" t "Data"
set xrange restore # use same xrange as previous plot
set yrange restore
set palette rgbformulae 33,13,10
set colorbox
# draw the bin borders
do for [i=0:XBinCount] {
XBinPos = i/real(XBinCount)*XRange+XMin
set arrow from XBinPos,YMin to XBinPos,YMax nohead lc rgb "grey" dt 1
}
do for [i=0:YBinCount] {
YBinPos = i/real(YBinCount)*YRange+YMin
set arrow from XMin,YBinPos to XMax,YBinPos nohead lc rgb "grey" dt 1
}
plot $FinalData u 1:2:4 w p pt 7 ps 0.5 lc palette z t "Density plot"
unset multiplot
### end of code
The result:
![enter image description here]()