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bcv: Cross-Validation for the SVD (Bi-Cross-Validation)
Methods for choosing the rank of an SVD (singular value decomposition) approximation via cross validation. The package provides both Gabriel-style "block" holdouts and Wold-style "speckled" holdouts. It also includes an implementation of the SVDImpute algorithm. For more information about Bi-cross-validation, see Owen & Perry's 2009 AoAS article (at <arXiv:0908.2062>) and Perry's 2009 PhD thesis (at <arXiv:0909.3052>).
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Package details |
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| Author | Michal Burdukiewicz [cre, ctb] (<https://orcid.org/0000-0001-8926-582X>), Patrick O. Perry [aut, cph], Seyed Morteza Najibi [ctb] |
| Maintainer | Michal Burdukiewicz <michalburdukiewicz@gmail.com> |
| License | BSD_3_clause + file LICENSE |
| Version | 1.0.2 |
| URL | https://github.com/michbur/bcv |
| Package repository | View on CRAN |
| Installation |
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