[R] Multivariate kernel density estimation

[Stephan Tolksdorf]

Hi,

I need to estimate the density at the mean of a sample of a few 
thousands data points with a dimesion up to 5. The data is uni-modal and 
  regularly shaped.

I couldn't find any kernel density package for R which supports more
than 3 dimensions. Have I overlooked a package or does somebody have 
code for this purpose? Any other advice?

Regards,
   Stephan