dimbox: Minkowski–Bouligand Box Counting Dimension

In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities

Description

This estimates the minimum number of variables needed to represent a data set, the fractal dimension. The returned value is not always an integer, so take ceiling(estimate) if using to select a number of variables.

Usage

dimbox(X, sizes = ncol(X), plot = F)

Arguments

X	the data frame or matrix of numeric covariates
sizes	number of box sizes to test. defaults to the number of columns in X.
plot	should a visualization of fractal dim(X) = \lim \frac{\log N(r)}{\log (1/r)} be shown? defaults to F.

Value

a list containing the estimated fractal dimension, the box sizes, and the radii of the boxes

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.