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 and Perry’s 2009 PhD thesis.
Check the online documentation at http://burdukiewicz.com/bcv/.
bcv is available on CRAN, so installation is as simple as:
install.packages("bcv")You can install the latest development version of the code using the devtools R package.
# Install devtools, if you haven't already.
install.packages("devtools")
devtools::install_github("michbur/bcv")