where is cvCreateTrainingSamples() function?

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looking thru createsamples.cpp and noticed that cvCreateTrainingSamples() is called, but isnt in the code and also couldnt find it in any of the #include files. i am new to c++ but have experience in several other programming languages. just wondering where that is and for future reference what is a good way to find where a function and or variable exists if not in the same file? thanks