Given some data, is there a way of knowing the density of the data in certain areas?

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If I have some data, how can I separate more dense parts of the data from less dense parts of the data?
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Walter Roberson
Walter Roberson 2015-7-11
What aspect of the data can be used to deduce "density" of the data? For example do you have a set of multi-dimensional points and the density should be related to how close the points are to each other? If so then how many dimensions need to be considered in that calculation?

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