plot bivariate kernel density plot

bivariate-splom.R

library(lattice)
library(MASS)
splom(iris, upper.panel = function(x, y, subscripts, ...) {
  if(is.numeric(x) & is.numeric(y)){

    # calculate bivariate kernel density 
    v <- current.panel.limits() # allows full bleed by setting limits explicitly
    f1 <- kde2d(x = x, y = y, n = 50, lims = c(v$xlim, v$ylim))

    f <- data.frame(x = f1$x, y = rep(f1$y, each = length(f1$x)), 
                    z = as.vector(f1$z))
    panel.contourplot(f$x, f$y, f$z, contour = TRUE, 
                      subscripts = 1:dim(f)[1], ...)
  }
  panel.xyplot(x, y, subscripts = subscripts, ...)
})