This is a Three.js / WebGL example of how to make animated heatmaps, silly.
It's pretty simple, actually.
For each point you want to put on the heatmap you create a "GaussianSplat". A GaussianSplat takes a width and a height and outputs a texture that encodes the gaussian distribution to the red component of each pixel.
To composite all those splats together and make them blend properly we create a "JacksonPollock". JacksonPollock puts a bunch of GaussianSplat textures, puts them on individual planes and then randomly scatters them throughout a scene. Then that scene is rendered to another texture of a given width and height.
Once we have that texture, we put it on yet another plane and render it with a custom shader that changes the red value of each pixel into a gradient from blue to green to yellow to red.