bcv-package {bcv}R Documentation

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


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.


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.


Patrick O. Perry <patperry@gmail.com>

See Also

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

[Package bcv version 1.0.2 Index]