CRAN/E | projpred

projpred

Projection Predictive Feature Selection

Installation

About

Performs projection predictive feature selection for generalized linear models (Piironen, Paasiniemi, and Vehtari, 2020, doi:10.1214/20-EJS1711) with or without multilevel or additive terms (Catalina, Bürkner, and Vehtari, 2022, ), for some ordinal and nominal regression models (Weber, Glass, and Vehtari, 2023, ), and for many other regression models (using the latent projection by Catalina, Bürkner, and Vehtari, 2021, , which can also be applied to most of the former models). The package is compatible with the 'rstanarm' and 'brms' packages, but other reference models can also be used. See the vignettes and the documentation for more information and examples.

Citation projpred citation info
mc-stan.org/projpred/
discourse.mc-stan.org
Bug report File report

Key Metrics

Version 2.8.0
R ≥ 3.6.0
Published 2023-12-15 293 days ago
Needs compilation? yes
License GPL-3
License File
CRAN checks projpred results

Downloads

Yesterday 75 0%
Last 7 days 440 -28%
Last 30 days 2.100 +15%
Last 90 days 5.353 -12%
Last 365 days 31.177 -38%

Maintainer

Maintainer

Frank Weber

Authors

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

Brian Sullivan

ctb

Sölvi Rögnvaldsson

ctb

The LME4 Authors

cph

(see file 'LICENSE' for details)

Yann McLatchie

ctb

Juho Timonen

ctb

Material

README
NEWS
Reference manual
Package source

Additional repos

mc-stan.org/r-packages/

Vignettes

Latent projection predictive feature selection
projpred: Projection predictive feature selection

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

projpred archive

Depends

R ≥ 3.6.0

Imports

methods
utils
Rcpp
gtools
ggplot2
scales
rstantools ≥2.0.0
loo ≥ 2.0.0
lme4 ≥ 1.1-28
mvtnorm
mgcv
gamm4
abind
MASS
ordinal
nnet
mclogit

Suggests

ggrepel
rstanarm
brms
nlme
optimx
ucminf
parallel
foreach
iterators
doRNG
unix
testthat
vdiffr
knitr
rmarkdown
glmnet
cmdstanr
rlang
bayesplot ≥ 1.5.0
posterior
doParallel
future
future.callr
doFuture

LinkingTo

Rcpp
RcppArmadillo

Reverse Suggests

brms