Uses the median heuristic to automatically estimate the optimal bandwidth
(sigma) parameter for the Gaussian kernel in diffusion maps.
Usage
estimate_sigma(data, sample_size = 500)
Arguments
- data
Numeric matrix or data.frame.
- sample_size
Integer. Number of points to sample for estimation (default 500).
Value
A numeric scalar representing the estimated sigma.
Examples
data <- matrix(rnorm(100), nrow = 20, ncol = 5)
optimal_sigma <- estimate_sigma(data)