This tutorial about using Krakatoa to generate Color based on a particle’s Age is similar in spirit to what you are asking. http://www.thinkboxsoftware.com/krak-magmaflow-fading-by-age/
How are your particles created? Krakatoa uses a per-particle channel called “Density” that is essentially a weight for the particle. You can use that value in a KCM to do pretty much any sort of shading you’d like.
If I understand correctly you are looking to work with a slightly different quantity that I typically call spatial density. This is based on the number of particles per unit volume (ie. the classic meaning of the word density). In areas with lots of nearby particles this is higher than areas with few scattered particles. Unfortunately Krakatoa does not have any tools for working with spatial density. If you can find tools that allow you to compute spatial density (Particle Flow Box #3 comes to mind), you can save that channel and have Krakatoa use it in shading calculations.