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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).

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conda 85.8 kB | win-64/r-bcv-1.0.1-r36hda5aaf8_0.tar.bz2  5 years and 5 months ago 0 main
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