# Point Density Heat Map with TikZ

I have a set of data points in a two dimensional space and would like to create a density heat map of the points that looks smooth, similar to the picture below which I produced in MATLAB. Darker regions have a higher concentration of points and vice verse. How can this be done with TikZ?

• Can you show us what you've tried so far? – Paul Gessler Apr 5 '14 at 3:06
• Could you please add MWE of your try or at least the data that solvers could start playing with? – Malipivo Apr 5 '14 at 5:43
• Addition of many shaded transparent balls? – hpekristiansen Apr 5 '14 at 6:04

Here is my best attempt so far:

\documentclass{article}
\usepackage{tikz}
\begin{document}
\pgfdeclarelayer{foreground}
\pgfsetlayers{main,foreground}
\begin{tikzpicture}
\newcommand{\heat}[2]{%