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R function for effective dimensionality (ED) estimation

posted on 2020-03-14, 03:22 authored by Marco Del GiudiceMarco Del Giudice
estimate.ED (version 1)

A simple R function to compute estimates of effective dimensionality (ED), either from raw data or from a correlation/covariance matrix. The function returns four estimators, both uncorrected and corrected for small-sample bias if enough information is available. Disattenuated estimates can also be computed if desired, by supplying a vector of reliability coefficients.

See: Del Giudice, M. (2020). Effective dimensionality: A tutorial. Multivariate Behavioral Research.