Seems that I found it - kde2d

On Mon, Nov 30, 2009 at 2:36 PM, Trafim <rdapamoga@gmail.com> wrote:

> Hi everybody,
>
> I am looking for the possibility in R to estimate joint density, just for
> example:
>
> x <- seq(1,40,1)
> y <- 2*x+1+5*rnorm(length(x))
> y1 <- x^3+.5*rnorm(length(x))
>
> Is there a way to approximate the density function s.t. I will later be
> able to calculate f(Y=y, Y1=y1)
>
> Thanks a lot
>
>

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