Hi,
Sorry for the delay. We have in RooFit a n-dimensional kernel density estimator class, RooNDKeysPdf.
The class is not very efficient, especially if you have a large amount of data.
We are planning to have a new one based on TKDTree, but so far we did not have the resources to develop it. We are planning to allocate a student to work on this during the next summer.
We will let you know as soon we have something ready to be used
Best Regards
Lorenzo