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 <doi:10.48550/arXiv.0908.2062>) and Perry's 2009 PhD thesis (at <doi:10.48550/arXiv.0909.3052>).
Version: | 1.0.2 |
Suggests: | spelling |
Published: | 2023-05-19 |
DOI: | 10.32614/CRAN.package.bcv |
Author: | Michal Burdukiewicz [cre, ctb], Patrick O. Perry [aut, cph], Seyed Morteza Najibi [ctb] |
Maintainer: | Michal Burdukiewicz <michalburdukiewicz at gmail.com> |
BugReports: | https://github.com/michbur/bcv/issues |
License: | BSD_3_clause + file LICENSE |
URL: | https://github.com/michbur/bcv |
NeedsCompilation: | yes |
Language: | en-US |
Citation: | bcv citation info |
Materials: | README ChangeLog |
CRAN checks: | bcv results |
Reference manual: | bcv.pdf |
Package source: | bcv_1.0.2.tar.gz |
Windows binaries: | r-devel: bcv_1.0.2.zip, r-release: bcv_1.0.2.zip, r-oldrel: bcv_1.0.2.zip |
macOS binaries: | r-release (arm64): bcv_1.0.2.tgz, r-oldrel (arm64): bcv_1.0.2.tgz, r-release (x86_64): bcv_1.0.2.tgz, r-oldrel (x86_64): bcv_1.0.2.tgz |
Old sources: | bcv archive |
Please use the canonical form https://CRAN.R-project.org/package=bcv to link to this page.