knnDimEst: Dimension Estimation from kNN Distances
Description
Estimates the intrinsic dimension of a data set using weighted average kNN
distances.
Usage
knnDimEst(data, k, ps, M, gamma = 2)
Arguments
data
data set with each row describing a data point.
k
number of distances to neighbors used at a time.
ps
vector with sample sizes; each sample size has to be larger than
k and smaller than nrow(data).
M
number of bootstrap samples for each sample size.
gamma
weighting constant.
Value
A DimEst object with slots:
dim.est
the intrinsic dimension estimate (integer).
residual
the residual, see Carter et al. (2010).
Details
This is a somewhat simplified version of the kNN dimension estimation method
described by Carter et al. (2010), the difference being that block
bootstrapping is not used.
References
Carter, K.M., Raich, R. and Hero, A.O. (2010) On local intrinsic dimension
estimation and its applications. IEEE Trans. on Sig. Proc.,
58(2), 650-663.