Methods for choosing the rank of an SVD 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 http://arxiv.org/abs/0908.2062) and Perry's 2009 PhD thesis (at http://arxiv.org/abs/0909.3052).
|Author||Patrick O. Perry|
|Date of publication||2015-05-22 07:28:17|
|Maintainer||Patrick O. Perry <firstname.lastname@example.org>|
|License||BSD_3_clause + file LICENSE|
bcv-package: Cross-Validation for the SVD (Bi-Cross-Validation)
cv.svd: Cross-Validation for choosing the rank of an SVD...
impute.svd: Missing value imputation via the SVDImpute algorithm
plot.cvsvd: Plot the Result of an SVD Cross-Validation
print.cvsvd: Print the Result of an SVD Cross-Validation
summary.cvsvd: Summarize the Result of an SVD Cross-Validation
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