I want to draw a picture like the one I show below. Are there any addins or packages can help me make it easier
Honestly I would skip the 3D part, then you can do a "scatter plot marginal density plots".
Some instructions here: https://www.r-graph-gallery.com/277-marginal-histogram-for-ggplot2.html
or here: https://stackoverflow.com/questions/8545035/scatterplot-with-marginal-histograms-in-ggplot2
