[R] Density Estimation

[Brian Mac Namee]

Hi there,

Sorry if this is a rather loing post. I have a simple list of single
feature data points from which I would like to generate a probability
that an unseen point comes from the same distribution. To do this I am
trying to estimate the probability density of the list of points and
use this to generate a probability for the new unseen points. I have
managed to use the R density function to generate the density estimate
but have not been able to do anything with this - i.e. generate a
rpobability that a new point comes from the same distribution. Is
there a function to do this, or am I way off the mark using the
density function at all?

Thanks in advance,

Brian.