bcv
Cross-Validation for the SVD (Bi-Cross-Validation)
Methods for choosing the rank of an SVD (singular value decomposition) 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 (doi:10.48550/arXiv.0908.2062) and Perry's 2009 PhD thesis (doi:10.48550/arXiv.0909.3052).
- Version1.0.2
- R versionunknown
- LicenseBSD_3_clause
- LicenseLICENSE
- Needs compilation?Yes
- Languageen-US
- bcv citation info
- Last release05/19/2023
Documentation
Team
Michal Burdukiewicz
Patrick O. Perry
Show author detailsRolesAuthor, Copyright holderSeyed Morteza Najibi
Show author detailsRolesContributor
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- Suggests1 package