The goal is to build something like http://rentheatmap.com/sanfrancisco.html
I got a map with ggmap and was able to draw points on top of it.
library('ggmap') map <- get_map(location=c(lon=20.46667, lat=44.81667), zoom=12, maptype='roadmap', color='bw') positions <- data.frame(lon=rnorm(100, mean=20.46667, sd=0.05), lat=rnorm(100, mean=44.81667, sd=0.05), price=rnorm(10, mean=1000, sd=300)) ggmap(map) + geom_point(data=positions, mapping=aes(lon, lat)) + stat_density2d(data=positions, mapping=aes(x=lon, y=lat, fill=..level..), geom="polygon", alpha=0.3)

This is a good image based on density. Does anyone know how to do something similar, but uses the position $ property to draw contours and scale?
I looked carefully through stackoverflow.com and did not find a solution.
EDIT 1
positions$price_cuts <- cut(positions$price, breaks=5) ggmap(map) + stat_density2d(data=positions, mapping=aes(x=lon, y=lat, fill=price_cuts), alpha=0.3, geom="polygon")
Results of five independent stat_density statistics graphs: 
EDIT 2 (from hrbrmstr )
positions <- data.frame(lon=rnorm(10000, mean=20.46667, sd=0.05), lat=rnorm(10000, mean=44.81667, sd=0.05), price=rnorm(10, mean=1000, sd=300)) positions$price <- ((20.46667 - positions$lon) ^ 2 + (44.81667 - positions$lat) ^ 2) ^ 0.5 * 10000 positions <- data.frame(lon=rnorm(10000, mean=20.46667, sd=0.05), lat=rnorm(10000, mean=44.81667, sd=0.05)) positions$price <- ((20.46667 - positions$lon) ^ 2 + (44.81667 - positions$lat) ^ 2) ^ 0.5 * 10000 positions <- subset(positions, price < 1000) positions$price_cuts <- cut(positions$price, breaks=5) ggmap(map) + geom_hex(data=positions, aes(fill=price_cuts), alpha=0.3)
Results in: 
It also creates a decent picture on real data. This is the best result. Other suggestions are welcome.
EDIT 3: Here are the test data and the results of the method above:
https://raw.githubusercontent.com/artem-fedosov/share/master/kernel_smoothing_ggplot.csv
test<-read.csv('test.csv') ggplot(data=test, aes(lon, lat, fill=price_cuts)) + stat_bin2d(, alpha=0.7) + geom_point() + scale_fill_brewer(palette="Blues")

I believe that some method that uses a kernel other than a density kernel should be used to calculate regular polygons. It seems that the function should be in ggplot out of the box, but I cannot find it.
EDIT 4: I appreciate your time and efforts to figure out the right solution to this seemingly not too complicated question. I voted for your answers as a good approximation to the goal.
I found one problem: data with circles is too artificial, and approaches do not work so well for reading world data.
Paul's approach gave me the plot:

It seems to be capturing data patterns that are cool.
jazzurro approage gave me this plot: 
He also received samples. However, both graphs do not seem as pretty as the stat_density2d graph by default. I still wait a couple of days to see if some other solution comes. If not, I will reward the generosity of jazzurro, as this will be the result that I will use.
There is an open version of python + google_maps code. Maybe someone will find inspiration here: https://github.com/jeffkaufman/apartment_prices