Scatterplot with marginal histograms in ggplot2

This is not a completely responsive answer but it is very simple. It illustrates an alternate method to display marginal densities and also how to use alpha levels for graphical output that supports transparency:

scatter <- qplot(x,y, data=xy)  + 
         scale_x_continuous(limits=c(min(x),max(x))) + 
         scale_y_continuous(limits=c(min(y),max(y))) + 
         geom_rug(col=rgb(.5,0,0,alpha=.2))
scatter