Well I "hacked" it i maybe not so elegant way:
x <- rnorm(100000)
y <- rnorm(100000)
png('out.png',width=600,height=500,units="px")
op <-
par(bg='black',fg='gray',col='gray',col.axis='gray',col.lab='gray',col.main='gray',col.sub='gray',mai=c(0,0,0,0),
tck = 0.01, mgp = c(0, -1.4, 0), xaxs = "i", yaxs = "i")
plot(x,y,ylim=c(-20,20),xlim=c(min(x),max(x)),pch='.',col =
rgb(1,1,1,1),yaxt="n", ann=FALSE)
# here is the solution - plot the same data with low alpha and different
color blue is best because is perceived as darkest
points(x,y,col = rgb(0,0,1,0.1),pch='.')
abline(h=0, lty=3, col="green")
abline(v=0, lty=3, col="green")
par <- op
http://i51.tinypic.com/maxmcl.png
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