A=PARZEN(H) returns a parzen object initialized with hyperparameters H.
Kernel density estimation.
Model
child=kernel('Gaussian') -- the kernel to use
Methods:
train, test
Sample demo code:
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d=data(randn(30,1));
dtst=data([-5:0.1:5]');
figure(1);clf;
for j=1:9
subplot(3,3,j);
plot(d.X,d.X*0,'x');
a=parzen; a.kerparam=1/(2^(j-2));
[r a]=train(a,d); r=test(a,dtst);
hold on ; [u ind]=sort(dtst.X);
plot(dtst.X(ind,:),r.X(ind,:),'-');
title(['\sigma=1/2^{-' num2str(j) '}'])
end
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Reference : chapter 4 (Richard O. Duda and Peter E. Hart) Parzen Windows |
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Author : Richard O. Duda , Peter E. Hart |