bcv
Cross-Validation for the SVD (Bi-Cross-Validation)
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 <arXiv:0908.2062>) and Perry's 2009 PhD thesis (at <arXiv:0909.3052>).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
2026-04-09 windows/windows R-4.5 | bcv_1.0.2.zip |
72.4 KiB |