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).

Documentation

Manual: bcv.pdf
Vignette: None available.

Maintainer: Patrick O. Perry <pperry at stern.nyu.edu>

Author(s): Patrick O. Perry

Install package and any missing dependencies by running this line in your R console:

install.packages("bcv")

Depends
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depends
HSSVD
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imports
sptemExp
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linking to

Package bcv
Materials
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Version 1.0.1
Published 2015-05-22
License BSD_3_clause + file LICENSE
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks bcv check results
Package source bcv_1.0.1.tar.gz