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The second "Neat Example" in the documentation for SmoothKernelDistribution contains this compiled function:

(* A region function for a bounding polygon using winding numbers: *)

inPolyQ = 
  Compile[{{polygon, _Real, 2}, {x, _Real}, {y, _Real}}, 
   Block[{polySides = Length[polygon], X = polygon[[All, 1]], 
     Y = polygon[[All, 2]], Xi, Yi, Yip1, wn = 0, i = 1}, 
    While[i < polySides, Yi = Y[[i]]; Yip1 = Y[[i + 1]]; 
     If[Yi <= y, 
      If[Yip1 > y, Xi = X[[i]]; 
        If[(X[[i + 1]] - Xi) (y - Yi) - (x - Xi) (Yip1 - Yi) > 0, 
         wn++;];];, 
      If[Yip1 <= y, Xi = X[[i]]; 
        If[(X[[i + 1]] - Xi) (y - Yi) - (x - Xi) (Yip1 - Yi) < 0, 
         wn--;];];]; i++]; ! wn == 0]];