[R] estimate intrinsic dimension

[Jack Siegrist]

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.


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