Parzen function which computes for a given x an estimation of probability p(x).

gistfile1.matlab

function y = my_parzen(x, X, sigma, method)

	if ( ~exist('method', 'var') ),
		method = 'method';
	end;

	n = length(X);
	y = zeros(length(x), 1);

	switch method
		case 'normal'
			W = @normal;
		case 'uniform'
			W = @uniform;
		otherwise
			W = @normal;
	end

	for s=1:length(x)
		y(s) = 1/n * sum(W( x(s) - X, sigma));
	end;

end

function p = normal(x, sigma)
	p = normpdf(x, 0, sigma);
end

function p = uniform(x, sigma)
	p = zeros(size(x));
	p(abs(x) < sigma) = 1/sigma;
end