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).

Package details

AuthorPatrick O. Perry
MaintainerPatrick O. Perry <pperry@stern.nyu.edu>
LicenseBSD_3_clause + file LICENSE
Package repositoryView on CRAN
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bcv documentation built on May 2, 2019, 8:50 a.m.