No ggplot? Tentei dividir o conjunto de dados, mas não rolou.
p = ggplot() + xlim(-10, 10) + ylim(0,1) + labs(x= "change", y= "values")+
geom_point(data=dat1, aes(x=change, y=value, color=value), shape=19, size=3, alpha=0.5)+
scale_color_gradientn(colours=c("#FC4013","#FED246"))
p1 = p+geom_point(data=dat2, aes(
x=change, y=value, color=value), shape=19, size=3, alpha=0.5)+
scale_color_gradientn(colours=c("#5CB0FD","#4DE775")) +
theme(axis.text.x = element_text(size=18,colour='grey8'),
axis.text.y = element_text(size=18,colour='grey8'),
axis.title.x = element_text(size=18,colour='grey8'),
axis.title.y = element_text(size=20,colour='grey8'),
strip.text.x = element_text(size=18,colour='grey8'),
strip.background = element_rect(fill="transparent"),
legend.position="none",
legend.text=element_blank(),
legend.title=element_blank(),
legend.background = element_rect(fill="grey98", size=1, linetype="solid"),
panel.background=element_rect("grey98"))
p1 + geom_vline(xintercept = 0,colour="grey68",linetype='twodash', size=2)+ geom_hline(yintercept = 0.5, colour="grey78")