projpred: Projection Predictive Feature Selection

Performs projection predictive feature selection for generalized linear models (see, Piironen, Paasiniemi and Vehtari, 2018, <arXiv:1810.02406>). 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 [cre, aut], Markus Paasiniemi [aut], Aki Vehtari [aut], Jonah Gabry [ctb], Paul-Christian Bürkner [ctb]
MaintainerJuho Piironen <[email protected]>
Package repositoryView on CRAN
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projpred documentation built on Oct. 24, 2018, 1:03 a.m.