Returns the estimate of intrinsic dimensionality using the algorithm of Pettis, Bailey, Jain, and Dubes, 1979.
It is based on the nearest-neighbor distances of a data set.
idhat is the estimate of the intrinsic dimensionality of the data.
idhat = idpettis(ydist,n)
Pettis, K. W., T. A. Bailey, A. K. Jain, and R. C. Dubes. 1979. “An intrinsic dimensionality estimator from near-neighbor information,” IEEE Transactions on Pattern Analysis and Machine Intelligence, 1:25-37.