bcv: Cross-Validation for the SVD (Bi-Cross-Validation)

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).

Install the latest version of this package by entering the following in R:
install.packages("bcv")
AuthorPatrick O. Perry
Date of publication2015-05-22 07:28:17
MaintainerPatrick O. Perry <pperry@stern.nyu.edu>
LicenseBSD_3_clause + file LICENSE
Version1.0.1

View on CRAN

Files

inst
inst/CITATION
tests
tests/impute-svd.R tests/cv-svd-wold.R tests/cv-svd-gabriel.R
src
src/bcv-svd-wold.c
src/Makevars
src/bcv-svd-gabriel-rep.h
src/bcv-partition.h
src/bcv-matrix-private.h
src/r-cv-svd-gabriel.h
src/bcv-svd-gabriel.h
src/r-init.c
src/bcv-svd-gabriel.c
src/bcv-align-private.h
src/bcv-svd-impute.h
src/r-impute-svd.c
src/bcv-vector-private.c
src/bcv-types.h
src/r-impute-svd.h
src/bcv-matrix-private.c
src/bcv-svd-wold-rep.h
src/bcv-svd-wold-rep.c
src/r-cv-svd-wold.c
src/bcv-svd-wold.h
src/r-cv-svd-gabriel.c
src/bcv-svd-gabriel-rep.c
src/bcv-vector-private.h
src/r-cv-svd-wold.h
src/Makevars.win
src/bcv-partition.c
src/bcv-svd-impute.c
NAMESPACE
R
R/cv.R R/cv.svd.wold.R R/plot.R R/impute.svd.R R/print.R R/cv.svd.gabriel.R R/summary.R
MD5
DESCRIPTION
man
man/plot.cvsvd.Rd man/cv.svd.Rd man/bcv-package.Rd man/print.cvsvd.Rd man/summary.cvsvd.Rd man/impute.svd.Rd
LICENSE

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