projpred
Projection Predictive Feature Selection
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, https://proceedings.mlr.press/v151/catalina22a.html), for some ordinal and nominal regression models (Weber, Glass, and Vehtari, 2023, doi:10.48550/arXiv.2301.01660), and for many other regression models (using the latent projection by Catalina, Bürkner, and Vehtari, 2021, doi:10.48550/arXiv.2109.04702, 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.
- Version2.8.0
- R versionunknown
- LicenseGPL-3
- LicenseLICENSE
- Needs compilation?Yes
- projpred citation info
- Last release12/15/2023
Documentation
Team
Frank Weber
Hamada S. Badr
Show author detailsRolesContributorJonah Gabry
Show author detailsRolesContributorPaul-Christian Bürkner
Show author detailsRolesContributorJuho Piironen
Show author detailsRolesAuthorMarco Colombo
Show author detailsRolesContributorJuho Timonen
Show author detailsRolesContributorAki Vehtari
Show author detailsRolesAuthorMarkus Paasiniemi
Show author detailsRolesAuthorAlejandro Catalina
Show author detailsRolesAuthorBrian Sullivan
Show author detailsRolesContributorSölvi Rögnvaldsson
Show author detailsRolesContributorThe LME4 Authors
Show author detailsRolesCopyright holderYann McLatchie
Show author detailsRolesContributor
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- Imports15 packages
- Suggests22 packages
- Linking To2 packages
- Reverse Suggests1 package