CVE/CVE_C/man/estimate.bandwidth.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/estimateBandwidth.R
\name{estimate.bandwidth}
\alias{estimate.bandwidth}
\title{Bandwidth estimation for CVE.}
\usage{
estimate.bandwidth(X, k, nObs)
}
\arguments{
\item{X}{data matrix with samples in its rows.}

\item{k}{Dimension of lower dimensional projection.}

\item{nObs}{Expected number of points in a slice, see paper.}
}
\description{
Estimates a propper bandwidth \code{h} according
\deqn{%
h = \chi_{k}^{-1}\left(\frac{nObs - 1}{n-1}\right)\frac{2 tr(\Sigma)}{p}}{%
h = qchisq( (nObs - 1)/(n - 1), k ) * (2 tr(\Sigma) / p)}
with \eqn{n} the number of sample and \eqn{p} its dimension
(\code{n <- nrow(X); p <- ncol(X)}) and the covariance-matrix \eqn{\Sigma}
which is given by the standard maximum likelihood estimate.
}
\seealso{
[\code{\link{qchisq}}]
}