I would strongly suggest a different method to present the data such as a contour plot or 3D bar plot. An XY plot with a million points is unlikely to be readable unless it is produced as a large format print. At 200 DPI printed, 1,000,000 discrete points requires a minimum of a 5 inch (12.7 cm) by 5 inch area. Besides, other than being visually overwhelming, what information would such a plot offer a viewer?
I recall some of our extreme value statistics people printing things like this. Several million points on a plot. Most of which were in a big, thick block of toner, and then a few hundred at the extremes which was where they where interested in looking.
Of course these things took an hour to print on a PostScript printer at the time. I think I suggested only plotting points for which X > someThreshold. Saved on toner and time. Got a bit tricky in the bivariate case though, where you really needed to plot points outside some ellipse that you knew would otherwise be a big black blob, and then you filled that in with a black ellipse.
Contours or aggregation wasn't any use, since they were interested in the point patterns of the extreme value data.
Baz
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