Can anyone recommend a good nonparametric density approach for data bounded
(say between 0 and 1)?

For example, using the basic Gaussian density approach doesn't generate a
very realistic shape (nor should it):

> set.seed(1)
> dat <- rbeta(100, 1, 2)
> plot(density(dat))

(note the area outside of 0/1)

The data I have may be bimodal or have other odd properties (e.g. point
mass at zero). I've tried transforming via the logit, estimating the
density then plotting the curve in the original units, but this seems to do
poorly in the tails (and I have data are absolute zero and one).

Thanks,

Max

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