Police continued their investigation Sunday after the bodies of retired White Plains Police Officer Glen Hochman and his two daughters, Deanna, 13, and Alyssa, 17, were found in their home in Harrison, New York, WABC-TV reported. Police say Hochman shot his two daughters and then shot himself, according to the station. The bodies were discovered early Saturday.

White Plains cop daughter Photos of Alissa and Deanna Hochman. (Images via Journal News/Facebook) Photo: Facebook

Although some say that Hochman, 52, and his wife were having marital problems, neighbors were shocked at the news.

"Unbelievable. Good kids. He was a good man," a neighbor who wanted to remain anonymous told WABC-TV.

Hochman's wife, Anamarie DiPietro-Hochman, 50, and their daughter, Samantha, 22, were out of town, according to Harrison Police Chief Anthony Marraccini, reports New York Daily News.

Police responded to a house in the Westchester County village of Harrison, about 20 miles northeast of Manhattan, at around 3:50 p.m. Saturday because of a reported "suspicious incident" at the residence, Marraccini said in a videotaped interview at the scene, according to the Associated Press.

Hochman retired from the force two weeks ago, had received a life-saving award in 2014 for keeping an unresponsive man alive until paramedics arrived, and had been assigned recently to the Traffic Division. Marraccini says three dogs were shot to death as well, AP reported.

"The White Plains Police Department is shocked and horrified by the news of this unfathomable tragedy," White Plains Police Commissioner David Chong said in a statement released Saturday night. "We can only pray for the entire Hochman family. Police Officer Glen Hochman served the WPPD and the City of White Plains with honor and integrity."

Calls to the White Plains Police Department were not immediately returned.