Wayne,

Try the iplot command in iPlots.  You can then vary both the  
pointsize and the transparency of your scatterplot interactively and  
decide which scatterplot conveys the information best.  Sometimes  
it's helpful to use more than one scatterplot when presenting your  
results.

(I must admit to being very surprised that jittering and sunflower  
plots have been suggested for a dataset of 5000 points.  Do those who  
mentioned these methods have examples on that scale where they are  
effective?)

Antony Unwin
Professor of Computer-Oriented Statistics and Data Analysis,
University of Augsburg,
Germany
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