Finally, we compute the correlation between the 20 imputed values and the actual values:

> cor(Xapp[ismiss], X[ismiss])
[1] 0.6535

In this lab, we implemented Algorithm 12.1 ourselves for didactic purposes. However, a reader who wishes to apply matrix completion to their data should use the softImpute package on CRAN, which provides a very efficient implementation of a generalization of this algorithm.