The main opposition, left-leaning Venstre party has called on the government of Prime Minister Helle Thorning-Schmidt to launch an investigation into the work of the police and the Danish Security and Intelligence Service (PET) in the weeks leading up to the weekend attacks, in which two people were killed.

"I assume the government will review this information. Have mistakes been made on the part of the police or PET? That has to be made clear," the party's spokesperson on justice policy, Karsten Lauritzen, told the Berlingske newspaper.

"We need to find out exactly what happened during the process and if there were any mistakes made by the police, the PET or a third party," Pernille Skipper of the left-of-center opposition Unity List told the paper.

Also on Tuesday, the PET issued a statement acknowledging that back in September, the country's prison authority had alerted it to the fact that the suspect, who was serving time for a stabbing, was in its estimation at "risk of radicalization."

However, the statement added that the PET "had, against the background of the alert from the Prison and Probation Service, no reason to believe that the now deceased 22-year-old offender was planning attacks."

The Danish media has reported that the suspect, whom they have identified as Omar El-Hussein, had been released from prison just two weeks before he shot dead a documentary film maker and a security guard at a synagogue.

Nighttime vigil

On Monday evening, Prime Minister Thorning-Schmidt and Crown Prince Frederik were among an estimated 30,000 people who attended a somber nighttime vigil in central Copenhagen to remember the victims of the weekend's shooting.

In her address to the crowd, the prime minister rebuffed a call from Israeli Prime Minister Benjamin Netanyahu for European Jews to emigrate to Israel in light of the latest attack on a Jewish target.

"Tonight I want to tell all Danish Jews: you are not alone. An attack on the Jews of Denmark is an attack on Denmark, on all of us," Thorning-Schmidt said.

Bomb scare

On Tuesday morning, police cordoned off an area around the cafe which was the site of one of the weekend shootings, after a suspcious package was discovered. However, no explosives were found.

"Investigation finished. No explosives. Cordon has been lifted," police said in a statement posted on Twitter.

pfd/msh (AP, AFP, dpa)