PDF of list of points?

[orenbenkiki]

How do I get the PDF at an arbitrary set of points? For example:

using KernelDensity
xs = rand(5);
ys = rand(5);
k = kde((xs, ys));
m = pdf(k, xs, ys);
println("Got size: $(size(m))");
e = [InterpKDE(k).itp(x, y) for (x, y) in zip(xs, ys)];
println("Expected: $(size(v))");

Gives:

Got size: (5, 5)
Expected: (5,)

Sure, I can write [InterpKDE(k).itp(x, y) for (x, y) in zip(xs, ys)] myself - is this the recommended way to achieve this, though?

Naively I expected pdf(k, (xs, ys)) to do the trick but it isn't supported.

Would it make sense to define pdf(k, (xs, ys)) to be [InterpKDE(k).itp(x, y) for (x, y) in zip(xs, ys)]?