projpred: Projection Predictive Feature Selection

Performs projection predictive feature selection for generalized linear models and generalized linear and additive multilevel models (see, Piironen, Paasiniemi and Vehtari, 2020, <>, Catalina, Bürkner and Vehtari, 2020, <arXiv:2010.06994>). The package is compatible with the 'rstanarm' and 'brms' packages, but other reference models can also be used. See the package vignette for more information and examples.

Version: 2.0.2
Depends: R (≥ 3.5.0)
Imports: methods, dplyr, loo (≥ 2.0.0), rstantools (≥ 2.0.0), lme4, optimx, ggplot2, Rcpp, utils, rngtools (≥ 1.2.4), tidyverse, MASS, magrittr, mgcv, gamm4
LinkingTo: Rcpp, RcppArmadillo
Suggests: rstanarm, brms, testthat, knitr, rmarkdown, glmnet, bayesplot (≥ 1.5.0)
Published: 2020-10-28
Author: Juho Piironen [aut], Markus Paasiniemi [aut], Alejandro Catalina [cre, aut], Aki Vehtari [aut], Jonah Gabry [ctb], Marco Colombo [ctb], Paul-Christian Bürkner [ctb]
Maintainer: Alejandro Catalina <alecatfel at>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: projpred results


Reference manual: projpred.pdf
Vignettes: projpred Performing variable selection on Generalized Linear Multilevel Models
projpred Quick Start


Package source: projpred_2.0.2.tar.gz
Windows binaries: r-devel:, r-devel-UCRT:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): projpred_2.0.2.tgz, r-release (x86_64): projpred_2.0.2.tgz, r-oldrel: projpred_2.0.2.tgz
Old sources: projpred archive

Reverse dependencies:

Reverse imports: brms
Reverse suggests: parameters


Please use the canonical form to link to this page.