Simple solution provide by  Prof. Ripley is to modify the relevant code as 
follows (he posted in the R-development group):


  SDh <- function(x, h, n, d) .C(stats:::R_band_phi4_bin,
 as.integer(n),
         as.integer(length(x)), as.double(d), x, as.double(h),
         u = double(1))$u
     TDh <- function(x, h, n, d) .C(stats:::R_band_phi6_bin,
 as.integer(n),
         as.integer(length(x)), as.double(d), x, as.double(h),
         u = double(1))$u
     Z <- .C(stats:::R_band_den_bin, as.integer(n), as.integer(nb), d =
 double(1),
         x, cnt = integer(nb))

It works great with minimum extra effort. Thanks.

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