28 lines
846 B
R
28 lines
846 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}{Expected number of points in a slice, see paper.}
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}
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\description{
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Estimates a propper bandwidth \code{h} according
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\deqn{%
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h = \chi_{k}^{-1}\left(\frac{nObs - 1}{n-1}\right)\frac{2 tr(\Sigma)}{p}}{%
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h = qchisq( (nObs - 1)/(n - 1), k ) * (2 tr(\Sigma) / p)}
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with \eqn{n} the number of sample and \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 given by the standard maximum likelihood estimate.
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}
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\seealso{
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[\code{\link{qchisq}}]
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}
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