This function produces a ggplot of the density estimate produced by ks::kde().
For univariate densities, it produces a line plot of the density function, with
an optional ribbon showing some highest density regions (HDRs) and/or the observations.
For bivariate densities, it produces a contour plot of the density function, with
the observations optionally shown as points.
The mode can also be drawn as a point with the HDRs.
For bivariate densities, the combination of fill = TRUE, show_points = TRUE,
show_mode = TRUE, and prob = c(0.5, 0.99) is equivalent to an HDR boxplot.
For univariate densities, the combination of show_hdr = TRUE, show_points = TRUE,
show_mode = TRUE, and prob = c(0.5, 0.99) is equivalent to an HDR boxplot.