Someone said that I need to define "intrinsic dimensionality" in my question. Basically, this is the topological dimension of a set of points that are represented in a space of possibly higher dimension. For example, your data might describe a corkscrew line through a 30-dimensional space (you measured 30 variables), so the intrinsic dimension of your set of points is 1.
A reference is Trunk, 1976, Statistical Estimation of the Intrinsic Dimensionality of a Noisy Signal Collection, IEEE Transactions on Computers, Vol c-25, No 2, pp 165-171. There are, however, many other algorithms. -- View this message in context: http://r.789695.n4.nabble.com/estimate-intrinsic-dimension-tp2956401p2956607.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
