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

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. 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).

Version: 1.0
Published: 2009-10-15
Author: Patrick O. Perry
Maintainer: Patrick O. Perry <patperry at gmail.com>
License: BSD (see file LICENSE)
NeedsCompilation: yes
Citation: bcv citation info
CRAN checks: bcv results

Downloads:

Reference manual: bcv.pdf
Package source: bcv_1.0.tar.gz
Windows binaries: r-devel: bcv_1.0.zip, r-release: bcv_1.0.zip, r-oldrel: bcv_1.0.zip
OS X Snow Leopard binaries: r-release: bcv_1.0.tgz, r-oldrel: bcv_1.0.tgz
OS X Mavericks binaries: r-release: bcv_1.0.tgz

Reverse dependencies:

Reverse depends: HSSVD