File list (Check if you may need any files):
@kde
....\adjustBW.dll
....\adjustBW.m
....\adjustBW.mexglx
....\adjustPoints.dll
....\adjustPoints.m
....\adjustPoints.mexglx
....\adjustWeights.dll
....\adjustWeights.m
....\adjustWeights.mexglx
....\condition.m
....\Contents.m
....\covar.m
....\display.m
....\double.m
....\entropy.m
....\entropyGrad.m
....\evalAvgLogL.m
....\evalFGT.m
....\evalIFGT.m
....\evaluate.m
....\examples
....\........\demo_kde_1.m
....\........\demo_kde_2.m
....\........\demo_kde_3.m
....\........\demo_regress.m
....\findBWCrit.m
....\getBW.m
....\getDim.m
....\getNeff.m
....\getNpts.m
....\getPoints.m
....\getType.m
....\getWeights.m
....\hist.m
....\ise.m
....\joinTrees.m
....\kde.m
....\kld.m
....\klGrad.m
....\knn.dll
....\knn.m
....\knn.mexglx
....\ksize.m
....\license.gpl
....\llGrad.dll
....\llGrad.m
....\llGrad.mexglx
....\llHess.m
....\marginal.m
....\max.m
....\mean.m
....\mex
....\...\adjustBW.cpp
....\...\adjustPoints.cpp
....\...\adjustWeights.cpp
....\...\BallTree.cpp
....\...\BallTreeDensity.cpp
....\...\cpp
....\...\...\BallTree.h
....\...\...\BallTreeClass.cc
....\...\...\BallTreeDensity.h
....\...\...\BallTreeDensityClass.cc
....\...\...\kernels.h
....\...\...\README.txt
....\...\DualTree.cpp
....\...\entropyGradISE.cpp
....\...\entropyGradRS.cpp
....\...\iseEpsilon.cpp
....\...\klGradRS.cpp
....\...\knn.cpp
....\...\llGrad.cpp
....\...\makemex.m
....\...\prodSampleEpsilon.cpp
....\...\prodSampleExact.cpp
....\...\prodSampleGibbs.cpp
....\...\prodSampleGibbs1.cpp
....\...\prodSampleGibbs2.cpp
....\...\prodSampleGibbsMS.cpp
....\...\prodSampleGibbsMS1.cpp
....\...\prodSampleGibbsMS2.cpp
....\...\reduceSolve.cpp
....\miGrad.m
....\modes.m
....\plot.m
....\private
....\.......\BallTree.dll
....\.......\BallTree.mexglx
....\.......\BallTreeDensity.dll
....\.......\BallTreeDensity.mexglx
....\.......\DualTree.dll
....\.......\DualTree.m
....\.......\DualTree.mexglx
....\.......\entropyDist.m
....\.......\entropyGradDist.m
....\.......\entropyGradISE.dll
....\.......\entropyGradISE.mexglx
....\.......\golden.m
....\.......\iqr.m
....\.......\iseEpsilon.dll