The function returns TRUE if an error occurred, and FALSE otherwise.
FUNCTION
This function initializes the required datastructures needed to
perform Parzen classification and other functions using the
Parzen classifier. It takes as input a dataset and allocates
space in order to be able to perform operations.
NOTE
Whenever perfoming any operations using the Parzen classifier, this
function has to be called first (and only once) in order to initialize
the Parzen system.
