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5.23.16  Parzen window function : parzen_window

parzen_window takes as arguments a real vector v of length n and optionally an interval n1 .. n2 (with default values n1=0 and n2=n−1 ), and returns the elementwise product of the vector [vn1,…,vn2] and the vector w of length N=n2n1+1 defined by

wk=







1−6 xk2 
1−xk

,



N−1
2
k


N−1
4
,

1−xk
3,
otherwise,

where xk=|1−2 k/N−1| , for k=0,1,…,N−1 . For example, input :

L:=parzen_window(randvector(1000,0..1)):;

followed by scatterplot(L).


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