R package bcv: Cross-Validation for the SVD (Bi-Cross-Validation). 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 (at http://arxiv.org/abs/0908.2062) and Perry’s 2009 PhD thesis (at http://arxiv.org/abs/0909.3052).
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References in zbMATH (referenced in 1 article )
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- Nengsih, Titin Agustin; Bertrand, Frédéric; Maumy-Bertrand, Myriam; Meyer, Nicolas: Determining the number of components in PLS regression on incomplete data set (2019)