Generate a heatmap in MatPlotLib using a scatter data set

Question

I have a set of X,Y data points (about 10k) that are easy to plot as a scatter plot but that I would like to represent as a heatmap.

I looked through the examples in

Answer 1

Very similar to @Piti's answer, but using 1 call instead of 2 to generate the points:

import numpy as np
import matplotlib.pyplot as plt

pts = 1000000
mean = [0.0, 0.0]
cov = [[1.0,0.0],[0.0,1.0]]

x,y = np.random.multivariate_normal(mean, cov, pts).T
plt.hist2d(x, y, bins=50, cmap=plt.cm.jet)
plt.show()

Output: