Gaussian density estimation is supported by Scatterplots. It can be accessed in the graphic menu in the entries Marron /arrows and Marron / sig. arrows.
This density estimation is calculated in the following way:
If Marron / arrows was chosen, the last step will be skipped and every gradient will be painted into the graph.
See the following examples:
Using ALT-UP/ALT-DOWN it is possible to increase/decrease the binsize in step 1.
Using ALT-LEFT/ALT-RIGHT it is possible to increase/decrease the window width (a factor of the binsize) in 2.