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 <arXiv:0908.2062>) and Perry's 2009 PhD thesis (at <arXiv:0909.3052>).
| Version: | 1.0.1.2 |
| Published: | 2021-02-24 |
| Author: | Patrick O. Perry |
| Maintainer: | Seyed Morteza Najibi <mor.najibi at gmail.com> |
| License: | BSD_3_clause + file LICENSE |
| NeedsCompilation: | yes |
| Citation: | bcv citation info |
| CRAN checks: | bcv results |
| Reference manual: | bcv.pdf |
| Package source: | bcv_1.0.1.2.tar.gz |
| Windows binaries: | r-devel: bcv_1.0.1.2.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release: bcv_1.0.1.2.tgz, r-oldrel: not available |
| Old sources: | bcv archive |
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