For large datasets to plot 2D Kernel  Density, earlier Origin versions take several hours or more. 

Origin 2020 introduces new Density Method: Binned Approximate Estimation and adds an new option: Interpolate Density Points to improve speed greatly, which takes only several seconds.

A New Labtalk function is supported as below:

ks2d(vx,vy[, int bandwidth=0, int grid=151, int interp=1, int density=1])