I have a recollection of seeing two-dimensional empirical density contours from an MCMC (Markov-chain Monte Carlo) sample but I didn’t record the information on the package. Was I remembering correctly and, if so, could someone remind me of the package? I am hoping to adapt such code for parametric bootstrap samples of parameter estimates.
The README of KernelDensityEstimate.jl shows what the plots look like.
From matplotlib - A plot describing the density of data points in 2D space in Julia - Stack Overflow there is the suggestion
using StatsPlots, KernelDensity a, b = randn(10000), randn(10000) dens = kde((a,b)) plot(dens)
which looks pretty nice.