Scatter Plot colored by Kernel Density Estimate

Scatter plot where each point is colored by the spatial density of nearby points.

The function use the kernel smoothing function to compute the probability density estimate (PDE) for each point. It uses the PDE has color for each point.
Input
x <Nx1 double> position of markers on X axis
y <Nx1 double> posiiton of markers on Y axis
varargin can be used to send a set of instructions to the scatter function
Supports the MarkerSize parameter
Does not support the MarkerColor parameter
Output:
h returns handles to the scatter objects created
Example
% Generate data
x = normrnd(10,1,1000,1);
y = x*3 + normrnd(10,1,1000,1);
% Plot data using probability density estimate as function
figure(1);
scatter_kde(x, y, 'filled', 'MarkerSize', 100);
% Add Color bar
cb = colorbar();
cb.Label.String = 'Probability density estimate';