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.
Package: | bcv |
Type: | Package |
Version: | 1.0 |
Date: | 2009-08-15 |
License: | BSD3 |
Basic usage is to call either cv.svd.gabriel
or
cv.svd.wold
.