Hi Rick,

The contour plot indeed looks smoother than a heat map.
I understand Proc KDE calculates densities at a number of grid points specified by the ngrid option and you've written that the unit proportion of data per square unit.
What I don't understand is how the spaces between the grid points are filled in the actual plot?
Does SAS put filled squares at each grid point such that the plot is made up squares, sort of like a heatmap (and how does the contour plot in that case not look pixelated)?

Great blog by the way.