Hello - Recently I needed to compute kernel density estimates for a vector of observations x with given weights w instead of the conventional equal weights w[i] = 1/length(x). AFAIK, the existing code in 'base' does not accept weights. It wasn't hard to modify the C and R code for `density' in the base library to accept weights. Source code is available at this URL <http://www.maths.uwa.edu.au/~adrian/density.html> Just a suggestion. regards Adrian Baddeley.