Dear R users, I used sm.density function in the sm package and kde2d() in the MASS package to estimate the bivariate density. Then I calculated the Kullback leibler divergence meassure between a distribution and the each of the estimated densities, but the asnwers are different. Is there any difference between the kde2d and sm.density estimates? if there is a difference, then which is the best estimate? Thank you, lavan -- View this message in context: http://www.nabble.com/difference-between-sm.density%28%29-and-kde2d%28%29-tp19818014p19818014.html Sent from the R help mailing list archive at Nabble.com.