bcv-package {bcv}

Cross-Validation for the SVD (Bi-Cross-Validation)

Description

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.

Details

Package:	bcv
Type:	Package
Version:	1.0
Date:	2009-08-15
License:	BSD3

Basic usage is to call either cv.svd.gabriel or cv.svd.wold.

Author(s)

Patrick O. Perry <[e-mail]>

See Also

impute.svd, cv.svd.gabriel, cv.svd.wold, plot.cvsvd, print.cvsvd summary.cvsvd