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

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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 <pperry@stern.nyu.edu>
License
BSD_3_clause + file LICENSE
Version
1.0.1

View on CRAN

Man pages

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

Files in this package

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