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 and Perry's 2009 PhD thesis (at

Getting started

Package details

AuthorPatrick O. Perry
MaintainerPatrick O. Perry <[email protected]>
LicenseBSD_3_clause + file LICENSE
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
patperry/r-bcv documentation built on July 15, 2017, 5:02 p.m.