localDensity: Computes the local density of points in a data matrix
Description
This function calculate the local density for each point in the matrix.
With a rowise implementation of the pairwise distance calculation, makes
the local density estimation faster and memory efficient. A big benifit
is the aviliability for big data. Parallel computing is supported for
fast calculation. The computation can either be done using a simple summation
of the points with the distance cutoff for each observation, or by applying
a gaussian kernel scaled by the distance cutoff (more robust for low-density data)