pyFCI: A package for multiscale-full-correlation-integral intrinsic dimension estimation

DISCLAIMER: at the moment, this is experimental code. Almost nothing throws exceptions or stuff like that. Use it at your own risk!

pyFCI implements the intrinsic dimension estimator proposed in the paper "Intrinsic dimension estimation for locally undersampled data".

Installation

Clone the repository locally

git clone https://github.com/vittorioerba/pyFCI.git

and install using pip

cd pyFCI
pip3 install .

The source code is documented. Here you can find a tutorial.