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.

Details

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.

Author

Patrick O. Perry <patperry@gmail.com>