stan-dev/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.

Getting started

Package details

Maintainer Juho Piironen <[email protected]>
LicenseGPL-3
Version1.1.1
URL http://mc-stan.org/projpred http://discourse.mc-stan.org/
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("stan-dev/projpred")
stan-dev/projpred documentation built on March 11, 2019, 7:32 p.m.