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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 and Perry’s 2009 PhD thesis.
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")
library(devtools)
install_github("michbur/bcv")These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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