cv.SVTImpute: CV for SVTImpute

Description Usage Arguments Examples

View source: R/SVT.R

Description

Cross Validation for SVT Imputation Artificially erase some data and run SVTImpute multiple times, varying lambda using lambda.range. For each lambda, compute the RMSE on the subset of x for which data was artificially erased.

Usage

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  cv.SVTImpute(x,
    lambda.range = seq(0, 1, length.out = 101),
    parallel = F, ...)

Arguments

x

a data frame or matrix where each row represents a different record

lambda.range

a vector of penalty terms to use in the CV

parallel

runs each run for lambda in lambda.range in parallel. Requires a parallel backend to be registered

...

extra parameters to pass to SVTImpute

Examples

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x = matrix(rnorm(100),10,10)
  x.missing = x > 1
  x[x.missing] = NA
  cv.SVTImpute(x)

jeffwong/imputation documentation built on May 19, 2019, 4:02 a.m.