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).

Version: 1.0.1
Published: 2015-05-22
Author: Patrick O. Perry
Maintainer: Patrick O. Perry <pperry at stern.nyu.edu>
License: BSD_3_clause + file LICENSE
NeedsCompilation: yes
Citation: bcv citation info
CRAN checks: bcv results


Reference manual: bcv.pdf
Package source: bcv_1.0.1.tar.gz
Windows binaries: r-devel: bcv_1.0.1.zip, r-release: bcv_1.0.1.zip, r-oldrel: bcv_1.0.1.zip
OS X binaries: r-release: bcv_1.0.1.tgz, r-oldrel: bcv_1.0.1.tgz
Old sources: bcv archive

Reverse dependencies:

Reverse depends: HSSVD
Reverse imports: sptemExp


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