K nearest neighbor density estimation is a classification method, not a clustering method. It is not the best method, but it is popular in practice. Popular but not necessarily understandable rule is: 1. calculate the distance between the data to be classified and the data in each other (Euclidean or Markov). 2. select the minimum distance from the previous K data, where the choice sorting method is used. 3. compare the previous K distances to find out which K data contains the most data of that class, that is, the class to which the data to be classified is located.

KNN.m

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