Copenhagen has been in a state of high alert since Saturday's attacks

Denmark's domestic intelligence agency (PET) says it had been warned by prison officials about the man who killed two people in a shootout in Copenhagen.

It says it received a report in September saying the 22-year-old was at risk of being radicalised while serving time for a stabbing.

However, PET said there had been no indication that he was planning an attack.

The gunman was shot dead by police after two attacks in the capital.

Swedish cartoonist Lars Vilks, thought to have been the main target of Saturday's initial shooting at a debate on free speech, has said Danish police failed to step up security after January's attack on the offices of Charlie Hebdo magazine in Paris.

Danish politicians have called for an investigation into whether police and the intelligence services could have done more to prevent the attacks.