convU: Intrinsic Dimension Estimation with Convergence Property of a U-statistics.
Description
convU estimates intrinsic dimension of given dataset based on
the convergence property of Ustatistics(smoothed correlation dimension)
w.r.t. kernel bandwidth
Usage
convU(x, maxDim = 5, DM = FALSE)
Value
Estimated global intrinsic dimension.
Arguments
x
data matrix or distance matrix given by as.matrix(dist(x)).
A variant of fractal dimension called the correlation dimension is considered.
The correlation dimension is defined by the notion of the correlation integral, which
is calculated by counting the number of pairs closer than certain threshold epsilon.
The counting operation is replaced with the kernel smoothed version, and based on
the convergence property of the resulting U-statistics, an intrinsic dimension estimator is derived.
References
M. Hein and J-Y. Audibert. Intrinsic dimensionality estimation of
submanifolds in Rd. International Conference on Machine Learning, 2005.