Thinking this morning around 3 a.m. `I am integrating on entire sample
which is totally unnecessary for large samples'. Now rewrote routines
to only estimate on equally spaced er grid... dramatically cuts time
for larger samples (n=10000 dropts from 16.5 to 2.9, cuts figure
illustrations from 10-7 for satmp, 6.1-3.4 for mixture, 2.9 to 1.9 for
old_faithful)