ahwillia

# The MIT License (MIT)
# 
# Copyright (c) Alex H. Williams
#
# Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation
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DelightRun

"""
Implementation of 'Maximum Likelihood Estimation of Intrinsic Dimension' by Elizaveta Levina and Peter J. Bickel

how to use
----------

The goal is to estimate intrinsic dimensionality of data, the estimation of dimensionality is scale dependent
(depending on how much you zoom into the data distribution you can find different dimesionality), so they
propose to average it over different scales, the interval of the scales [k1, k2] are the only parameters of the algorithm.