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 (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
(at <arXiv:0908.2062>) and Perry's 2009 PhD thesis
(at <arXiv:0909.3052>).

Michal Burdukiewicz

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

Patrick O. Perry

Seyed Morteza Najibi

bcv-package function

<p>Patrick O. Perry &lt;patperry@gmail.com&gt;</p>

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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