Fix the "name 'sigma_peak' is not defined" NameError
Code that reproduces the issue:
import numpy as np
from PCAfold import analysis
X = np.random.rand(100,5)
X_source = np.random.rand(100,5)
variable_names = ['X1', 'X2', 'X3', 'X4', 'X5']
scaling='auto'
bandwidth_values = bandwidth_values = np.logspace(-4, 2, 50)
(selected_variables, costs) = analysis.manifold_informed_feature_selection(X, X_source, variable_names, scaling, bandwidth_values, target_manifold_dimensionality=2)