Based on the user coordinates as returned from par('usr').
Each rectangular region is tested for the number of
points that fall within icut or greater.
x = rnorm(100)
y = rnorm(100)
plot(x,y)
u = par('usr')
RI = RectDense(x, y, icut=3, u=u, ndivs=10)
rect(RI$icorns[,1],RI$icorns[,2],RI$icorns[,3],RI$icorns[,4], col=NA, border='blue')