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Smoothing z-values according to their x, y positions

"Emmanuel Levy" <emmanuel.levy at gmail.com> wrote in
news:e4654710803191554k4dfc2728g70bde35f41627754 at mail.gmail.com:
I am realizing that my memories about the kde2d function were faulty. My 
suggestion would only let you look at the 2-d "marginals". You probably 
want a true 3d plotting function. The densities would then be closed 
surfaces.

Take a look at Feng and Tierney's figure 10 in this poster at:
<http://user2007.org/program/posters/feng.pdf>

The code cannot be cut-and-pasted, but if it does what you want, it would 
be worth it.