28 lines
828 B
R
28 lines
828 B
R
% Generated by roxygen2: do not edit by hand
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% Please edit documentation in R/estimateBandwidth.R
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\name{estimate.bandwidth}
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\alias{estimate.bandwidth}
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\title{Bandwidth estimation for CVE.}
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\usage{
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estimate.bandwidth(X, k, nObs)
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}
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\arguments{
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\item{X}{data matrix with samples in its rows.}
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\item{k}{Dimension of lower dimensional projection.}
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\item{nObs}{number of points in a slice, see \eqn{nObs} in CVE paper.}
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}
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\value{
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Estimated bandwidth \code{h}.
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}
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\description{
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Estimates a bandwidth \code{h} according
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\deqn{%
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h = (2 * tr(\Sigma) / p) * (1.2 * n^{-1 / (4 + k)})^2}{%
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h = (2 * tr(\Sigma) / p) * (1.2 * n^(\frac{-1}{4 + k}))^2}
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with \eqn{n} the sample size, \eqn{p} its dimension
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(\code{n <- nrow(X); p <- ncol(X)}) and the covariance-matrix \eqn{\Sigma}
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which is \code{(n-1)/n} times the sample covariance estimate.
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}
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