projpred: Projection Predictive Feature Selection

Performs projection predictive feature selection for generalized linear and additive models as well as for generalized linear and additive multilevel models (see Piironen, Paasiniemi and Vehtari, 2020, <doi:10.1214/20-EJS1711>; Catalina, Bürkner and Vehtari, 2022, <>). 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.

Package details

AuthorJuho 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]
MaintainerFrank Weber <>
LicenseGPL-3 | file LICENSE
Package repositoryView on CRAN
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projpred documentation built on Nov. 10, 2022, 5:15 p.m.