bivariate kernel density estimates at point locations (rather than at grid locations)

SM> Hi,
SM> 
SM> My data consists of a set of point locations (x,y). 
SM> 
SM> I would like to know if there is a procedure for bivariate kernel
SM> density estimation in R that returns the density estimates at the
SM> observed point locations rather than at grid locations. I have
SM> looked at a number of different routines and they all seem to
SM> return estimates at grid locations.  
SM> 

One option is to use (from package sm), 
  sm.density(xy, eval.points=xy, eval.grid=FALSE)
where xy in a (n\times 2) matrix.

Best wishes,
Adelchi Azzalini

Adelchi Azzalini  <azzalini at stat.unipd.it>
Dipart.Scienze Statistiche, Universit?? di Padova, Italia
tel. +39 049 8274147,  http://azzalini.stat.unipd.it/