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density > 1?

Because densities are not probabilities.  It is the area under the density curve that represents probability.

Example: the chi-squared density with 1 degree of freedom has a singularity at the zero and is unbounded.  The area under the curve, however, is still 1.

(This is a distressingly common misconception.  It is really not an R issue but a distribution theory issue.)

Bill Venables