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Moreover, if \\(\\mathcal{A}\\) denotes the set of positive sequences decreasing to zero and so that \\(\\sum_{n\\in\\mathbb{N}}a_n=\\infty\\), then for any \\((a_n)_{n\\in\\mathbb{N}}\\in\\mathcal{A}\\) we have the following ordering for any \\(I\\subseteq\\mathbb{N}\\): \\[ \\underline{d}(I)\\leq \\underline{d}_{a}(I)\\leq \\overline{d}_{a}(I)\\leq \\overline{d}(I). \\]  The author is motivated by the study of dynamical properties of continuous linear operators \\(T\\) on infinite-dimensional Fr\u00e9chet spaces \\(X\\). In particular, for \\(x\\in X\\) one may want to quantify how irregular is the behavior of the orbit \\(\\mathcal{O}(x,T):=\\{T^nx;n\\in \\mathbb{N}\\}\\) by evaluating the size of the return sets \\(N(x,U):=\\{n\\in\\mathbb{N}: T^nx\\in U\\}\\) for every non-empty open set \\(U\\) of \\(X\\). Such studies have become very active since the article of \\textit{F. Bayart} and \\textit{S. Grivaux} [Trans. Am. Math. Soc. 358, No. 11, 5083--5117 (2006; Zbl 1115.47005)] who introduced the concept of frequent hypercyclicity. Later, Shkarin in 2009 [\\textit{S. Shkarin}, Proc. Am. Math. Soc. 137, No. 1, 123--134 (2009; Zbl 1161.47007)] defined the weaker notion of \\(\\mathcal{U}\\)-frequent hypercyclicity. Let us recall that an operator is called frequently hypercyclic (respectively, \\(\\mathcal{U}\\)-frequently hypercyclic) if there exists a vector \\(x\\in X\\) such that for every non-empty open subset \\(U\\) of \\(X\\), the classical lower (respectively, upper) density of the return set \\(N(x,U)\\) is positive, i.e., \\(\\underline{d}(N(x,U))>0\\) (resp., \\(\\overline{d}(N(x,U))>0\\)). Such a vector \\(x\\) is called a frequently hypercyclic vector (resp., \\(\\mathcal{U}\\)-frequently hypercyclic vector) and the set of all such vectors is denoted by \\(FHC(T)\\) (resp., \\(UFHC(T)\\)). \\textit{R. Ernst} and \\textit{A. Mouze} [Ergodic Theory Dyn. Syst. 39, No. 4, 898--924 (2019; Zbl 1482.47010)] studied frequent hypercyclicity notions associated to weighted densities with weight \\((a_n)_{n\\in\\mathcal{N}}\\in\\mathcal{A}\\) defined above and we denote by \\(FHC_a(T)\\) (resp., \\(UFHC_a(T)\\)) the set of vectors such that every return set has positive lower (resp., upper) weighted density, i.e., \\(\\underline{d}_a(N(x,U))>0\\) (resp., \\(\\overline{d}_a(N(x,U))>0\\)) for every non-empty open subset \\(U\\subseteq X\\). In fact, for weights in \\(\\mathcal{A}\\), the inequality on the densities shows that all frequent hypercyclicity notions associated to weighted densities are intermediate notions between frequent and \\(\\mathcal{U}\\)-frequent hypercyclicity. Moreover, it appeared that frequently hypercyclic operators and \\(\\mathcal{U}\\)-frequent hypercyclicity have some important differences.  The aim of the author is to use weighted densities to create a ``bridge'' between these two notions and to better understand their similarities and differences. The author begins with proving \\[ UFHC(T)=\\cup_{a\\in\\mathcal{A}}FHC_a(T)\\text{ and }FHC(T)=\\cap_{a\\in\\mathcal{A}}UFHC_a(T) \\] which yields that every \\(\\mathcal{U}\\)-frequently operator is automatically frequently hypercyclic for some \\(a\\in\\mathcal{A}\\). This result shows a link between the two notions of frequent and \\(\\mathcal{U}\\)-frequent hypercyclicity. This last result makes us wonder if every \\(\\mathcal{U}\\)-frequently hypercyclic operator for any \\(a\\in\\mathcal{A}\\) is automatically frequently hypercyclic. The author studies this question and concludes the article with a technically involved example of an operator on \\(\\ell^1\\) that is \\(\\mathcal{U}\\)-frequently hypercyclic for any \\(a\\in\\mathcal{A}\\) but not frequently hypercyclic. This operator is an operator of C-type, which was first introduced by \\textit{Q. Menet} [Trans. Am. Math. Soc. 369, No. 7, 4977--4994 (2017; Zbl 1454.47014)] to prove that there exist chaotic operators that are not frequently 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