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:
Reverse dependencies: