[R] How to do a probability density based filtering in 2D?

[Emmanuel Levy]

Hello,

This sounds like a problem to which many solutions should exist, but I
did not manage to find one.

Basically, given a list of datapoints, I'd like to keep those within
the X% percentile highest density.
That would be equivalent to retain only points within a given line of
a contour plot.

Thanks to anybody who could let me know which function I could use!

Best,

Emmanuel