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, <https://projecteuclid.org/euclid.ejs/1589335310>, 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 package vignette for more information and examples.

Package details

AuthorJuho Piironen [aut], Markus Paasiniemi [aut], Alejandro Catalina [cre, aut], Aki Vehtari [aut], Jonah Gabry [ctb], Marco Colombo [ctb], Paul-Christian Bürkner [ctb]
MaintainerAlejandro Catalina <alecatfel@gmail.com>
LicenseGPL-3
Version2.0.2
URL https://mc-stan.org/projpred/ https://discourse.mc-stan.org
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("projpred")

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projpred documentation built on Oct. 28, 2020, 5:08 p.m.