I am using R 2.6.1 on a 64 bit PC running Windows XP Pro.  

My main problem is that I want to produce a scatter plot with density estimation, where the colors of points correspond to a kernel density estimate at the location of the points.  I have not found a package that will do this.  

If there is no package, one option would to estimate the bivariate density first, and then use it to define a color table for the points.     

If I obtain a bivariate kernel density for X and Y coordinates as follows:  


 require(MASS)  

 x.coord <- rnorm(1000)
 y.coord <- rnorm(1000)  

 kernel <- kde2d(x.coord, y.coord, n = 100)  

par(mfrow=c(2, 1))  

 image(kernel)  

 points(x.coord, y.coord)  

 plot(x.coord, y.coord, main="I want to color these points using the kernel density")  


how can I extract the kernel density estimates at the x.coord and y.coord locations for each point?
What I would like is a matrix with three columns for "X", "Y" and "DENSITY", like this:  

> matrix  

      X      Y      DENSITY
1    1.56  -0.03     0.05  

 ...  

Is there an easier way to do this?  

Thanks in advance,  

Jim
  
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