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Density from scattered points


I have a set of 10,000 points, each with specific X and Y locations. Is
there an easy way to convert the discrete points into a density array
suitable for plotting with Contour, or for fitting a surface? I just
need a simple function to subdivide the region into squares, and assign
a density based on the number of points which fall within a particular

I think I could probably write something from scratch, but it seems that
this is something that should be out there already...

Any ideas?