patperry/r-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).
Getting started
Browse package contents
Package details |
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| Author | Patrick O. Perry |
| Maintainer | Patrick O. Perry <pperry@stern.nyu.edu> |
| License | BSD_3_clause + file LICENSE |
| Version | 1.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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