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

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

Published: 2021-03-16
Author: Patrick O. Perry
Maintainer: Seyed Morteza Najibi <mor.najibi at gmail.com>
License: BSD_3_clause + file LICENSE
NeedsCompilation: yes
Citation: bcv citation info
CRAN checks: bcv results


Reference manual: bcv.pdf
Package source: bcv_1.0.1.4.tar.gz
Windows binaries: r-devel: bcv_1.0.1.4.zip, r-devel-UCRT: bcv_1.0.1.4.zip, r-release: bcv_1.0.1.4.zip, r-oldrel: bcv_1.0.1.4.zip
macOS binaries: r-release (arm64): bcv_1.0.1.4.tgz, r-release (x86_64): bcv_1.0.1.4.tgz, r-oldrel: bcv_1.0.1.4.tgz
Old sources: bcv archive


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