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Estimate the 95th Percentile of a Projection Pursuit Index Under Noise

ppi_noise_threshold.Rd

This function estimates the 95th percentile of a projection pursuit index under synthetic noise data.

Usage

ppi_noise_threshold(
  index_fun,
  n_sim = 100,
  n_obs = 500,
  noise_type = "gaussian",
  noise_level = 0.01,
  seed = NULL
)

Arguments

index_fun

A function that takes either a 2-column matrix or two numeric vectors and returns a scalar index.

n_sim

Integer. Number of index evaluations to simulate. Default is 100.

n_obs

Integer. Number of observations per noise sample. Default is 500.

noise_type

Character. Type of noise to use (e.g., "gaussian", "t_distributed", etc.). Default is "gaussian".

noise_level

Numeric. Controls the scale/spread of the generated noise. Default is 0.01.

seed

Optional integer. Random seed for reproducibility.

Value

A single numeric value: the estimated 95th percentile of the index under noise.

Examples

ppi_noise_threshold(
  index_fun = scag_index("stringy"),
  noise_type = "cauchy",
  noise_level = 0.1,
  n_sim = 10,
  n_obs = 100
)
#>       95% 
#> 0.7667706