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.
| Version: |
2.8.0 |
| 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 |
| LinkingTo: |
Rcpp, RcppArmadillo |
| 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 |
| Published: |
2023-12-15 |
| DOI: |
10.32614/CRAN.package.projpred |
| 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],
Brian Sullivan [ctb],
Sölvi Rögnvaldsson [ctb],
The LME4 Authors [cph] (see file 'LICENSE' for details),
Yann McLatchie [ctb],
Juho Timonen [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 |
| Additional_repositories: |
https://mc-stan.org/r-packages/ |
| Citation: |
projpred citation info |
| Materials: |
README NEWS |
| CRAN checks: |
projpred results |