paasim/glmproj: 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.

Getting started

Package details

Maintainer Alejandro Catalina <alecatfel@gmail.com>
LicenseGPL-3
Version2.0.2
URL https://mc-stan.org/projpred/ https://discourse.mc-stan.org
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("paasim/glmproj")
paasim/glmproj documentation built on Nov. 2, 2020, 1:42 p.m.