PNN_parzen

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//|                                                   PNN_parzen.mq4 |
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#property library

//ñ÷èòàåì âåðîÿòíîñòü ïðèíàäëåæíîñòè êëàññó âõîäíîãî âåêòîðà â íàáîðå ïðèìåðîâ
//   N     - êîëè÷åñòâî ïðèìåðîâ
//   d     - ðàçìåðíîñòü ïðèìåðîâ
//   sigma - ñèãìà
double PNN(int N, int d, double sigma, double test_example[d], double Examples[N][d]) 
{
   double sum = 0;
   
   for( int i = 0; i < N; i++ ) 
   {
      double product = 0; 
      
      for( int j = 0; j < d; j++ )
         product += MathPow((Examples[i][j] - test_example[j]), 2);
      product = (-1)*(product) / (2 * (sigma*sigma)); 
      product = MathExp(product); 
      sum += product;
   }
   sum /= N;
   
   return(sum);
}
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