I would like to obtain a column with the denisity of the points using a kernel density function.
In 1 D, it will be something like histograms:
![Comparison of the histogram (left) and kernel density estimate (right) constructed using the same data. The 6 individual kernels are the red dashed curves, the kernel density estimate the blue curves. The data points are the rug plot on the horizontal axis.](https://upload.wikimedia.org/wikipedia/commons/thumb/4/41/Comparison_of_1D_histogram_and_KDE.png/500px-Comparison_of_1D_histogram_and_KDE.png)
https://en.wikipedia.org/wiki/Kernel_density_estimation
Densities can be visualized in the graph builder, and calculated for 1 dimensional data. But I wonder how to do that systematically for multivariate data (more than one dimmension).