Hi everybody,

I am looking for the possibility in R to estimate joint density, just for
example:

x <- seq(1,40,1)
y <- 2*x+1+5*rnorm(length(x))
y1 <- x^3+.5*rnorm(length(x))

Is there a way to approximate the density function s.t. I will later be able
to calculate f(Y=y, Y1=y1)

Thanks a lot

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