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

Description Details Author(s) See Also

Description

This package implements methods for choosing the rank of an SVD approximation via cross validation. It provides both Gabriel-style "block" holdouts and Wold-style "speckled" holdouts. Also included is an implementation of the SVDImpute algorithm.

Details

Package: bcv
Type: Package
Version: 1.0
Date: 2009-08-15
License: BSD3

Basic usage is to call either cv.svd.gabriel or cv.svd.wold.

Author(s)

Patrick O. Perry <patperry@gmail.com>

See Also

impute.svd, cv.svd.gabriel, cv.svd.wold, plot.cvsvd, print.cvsvd summary.cvsvd


bcv documentation built on May 2, 2019, 8:50 a.m.