bcv-package

<p>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.</p>

package


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).

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

bcv-package: Cross-Validation for the SVD (Bi-Cross-Validation)

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