[R] Cross-correlated variables in kernel density estimation

[Adam Gobena]

Hi,
I am wondering if the kde2d 2-D kernel density estimation function in the
MASS package can take into account the effect of correlations between the
variables. I couldn't find any achieved information on this issue.
Unfortunately, I don't have the 2002 edition of Modern Applied Statistics
with S by Venables and Ripley in case it was described there. 

Thanks in advance.
Adam
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Adam Kenea Gobena
Research Assistant, Water Resources Engineering
Department of Civil & Environmental Engineering
220 Civil/Electrical Eng Bldg
University of Alberta
Edmonton, AB
CANADA T6G 2G7