See this example
This was created in matlab by making two scatter plots indepe
You could first export the two data sets as bitmap images, re-import them, add transparency:
library(grid)
N <- 1e7 # Warning: slow
d <- data.frame(x1=rnorm(N),
x2=rnorm(N, 0.8, 0.9),
y=rnorm(N, 0.8, 0.2),
z=rnorm(N, 0.2, 0.4))
v <- with(d, dataViewport(c(x1,x2),c(y, z)))
png("layer1.png", bg="transparent")
with(d, grid.points(x1,y, vp=v,default="native",pch=".",gp=gpar(col="blue")))
dev.off()
png("layer2.png", bg="transparent")
with(d, grid.points(x2,z, vp=v,default="native",pch=".",gp=gpar(col="red")))
dev.off()
library(png)
i1 <- readPNG("layer1.png", native=FALSE)
i2 <- readPNG("layer2.png", native=FALSE)
ghostize <- function(r, alpha=0.5)
matrix(adjustcolor(rgb(r[,,1],r[,,2],r[,,3],r[,,4]), alpha.f=alpha), nrow=dim(r)[1])
grid.newpage()
grid.rect(gp=gpar(fill="white"))
grid.raster(ghostize(i1))
grid.raster(ghostize(i2))
you can add these as layers in, say, ggplot2
.