The way I understand this question is that you want to project a 3D scatter plot into a 2D density map and then plot it.

I'm not sure if there is a specific software for that but it should be relatively simple, you could always make a routine that computes the sum of all $w_i$ at all $z$ values at a particular $(x,y)$ coordinate and then you would have the density at that particular $(x,y)$, for example:

$f(x,y)=\sum_k w(x,y,k)$,

where $k$ is an index summed across all z coordinates, and $f(x,y)$ is your density.

$f(x,y)$ now then is a density function of two dimensions so you could plot it with any plotting software, whether gnuplot, matlab, mathematica etc.

The way I understand this question is that you want to project a 3D scatter plot into a 2D density map and then plot it.

I'm not sure if there is a specific software for that but it should be relatively simple, you could always make a routine that computes the sum of all $w_i$ at all $z$ values at a particular $(x,y)$ coordinate and then you would have the density at that particular $(x,y)$, for example:

$f(x,y)=\sum_k w(x,y,k)$,

where $k$ is an index summed across all z coordinates at a particular constant (x,y), and $f(x,y)$ is your density.

$f(x,y)$ now then is a density function of two dimensions so you could plot it with any plotting software, whether gnuplot, matlab, mathematica etc.