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, <doi:10.1214/20-EJS1711>; 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 documentation as well as the package vignette for more information and examples.

Version: 2.1.1
Depends: R (≥ 3.5.0)
Imports: methods, dplyr, loo (≥ 2.0.0), rstantools (≥ 2.0.0), lme4, mvtnorm, ggplot2, Rcpp, utils, magrittr, mgcv, gamm4, rlang
LinkingTo: Rcpp, RcppArmadillo
Suggests: rstanarm, brms, testthat, knitr, rmarkdown, glmnet, bayesplot (≥ 1.5.0), optimx, posterior, parallel, foreach, iterators, doParallel, future, future.callr, doFuture
Published: 2022-04-03
Author: Juho Piironen [aut], Markus Paasiniemi [aut], Alejandro Catalina [aut], Frank Weber [cre, aut], Aki Vehtari [aut], Jonah Gabry [ctb], Marco Colombo [ctb], Paul-Christian Bürkner [ctb], Hamada S. Badr [ctb]
Maintainer: Frank Weber <fweber144 at protonmail.com>
BugReports: https://github.com/stan-dev/projpred/issues/
License: GPL-3 | file LICENSE
URL: https://mc-stan.org/projpred/, https://discourse.mc-stan.org
NeedsCompilation: yes
Citation: projpred citation info
Materials: README NEWS
CRAN checks: projpred results

Documentation:

Reference manual: projpred.pdf
Vignettes: projpred: Projection predictive feature selection

Downloads:

Package source: projpred_2.1.1.tar.gz
Windows binaries: r-devel: projpred_2.1.1.zip, r-release: projpred_2.1.1.zip, r-oldrel: projpred_2.1.1.zip
macOS binaries: r-release (arm64): projpred_2.0.2.tgz, r-release (x86_64): projpred_2.1.1.tgz, r-oldrel: projpred_2.1.1.tgz
Old sources: projpred archive

Reverse dependencies:

Reverse suggests: brms, parameters

Linking:

Please use the canonical form https://CRAN.R-project.org/package=projpred to link to this page.