Performs projection predictive feature selection for generalized linear
models (Piironen, Paasiniemi, and Vehtari, 2020, <doi:10.1214/20-EJS1711>)
with or without multilevel or additive terms (Catalina, Bürkner, and
Vehtari, 2022, <https://proceedings.mlr.press/v151/catalina22a.html>), for
some ordinal and nominal regression models (Weber, Glass, and Vehtari, 2025,
<doi:10.1007/s00180-024-01506-0>), and for many other regression models
(using the latent projection by Catalina, Bürkner, and Vehtari, 2021,
<doi:10.48550/arXiv.2109.04702>, which can also be applied to most of the
former models). The package is compatible with the 'rstanarm' and 'brms'
packages, but other reference models can also be used. See the vignettes and
the documentation for more information and examples.
| Version: |
2.9.0 |
| Depends: |
R (≥ 3.6.0) |
| Imports: |
methods, utils, Rcpp, gtools, ggplot2, scales, rstantools (≥
2.0.0), loo (≥ 2.0.0), lme4 (≥ 1.1-28), mvtnorm, mgcv, gamm4, abind, MASS, ordinal, nnet, mclogit |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
ggrepel, rstanarm, brms, nlme, optimx, ucminf, parallel, foreach, iterators, doRNG, unix, testthat, vdiffr, knitr, rmarkdown, glmnet, cmdstanr, rlang, bayesplot (≥ 1.5.0), posterior, doParallel, future, future.callr, doFuture, progressr |
| Published: |
2025-07-08 |
| DOI: |
10.32614/CRAN.package.projpred |
| Author: |
Juho Piironen [aut],
Markus Paasiniemi [aut],
Alejandro Catalina [aut],
Frank Weber [aut],
Osvaldo Martin [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],
The LME4 Authors [cph] (see file 'LICENSE' for details),
Yann McLatchie [ctb],
Juho Timonen [ctb] |
| Maintainer: |
Osvaldo Martin <aloctavodia at gmail.com> |
| BugReports: |
https://github.com/stan-dev/projpred/issues/ |
| License: |
GPL-3 | file LICENSE |
| URL: |
https://mc-stan.org/projpred/, https://discourse.mc-stan.org |
| NeedsCompilation: |
yes |
| Additional_repositories: |
https://stan-dev.r-universe.dev/ |
| Citation: |
projpred citation info |
| Materials: |
README, NEWS |
| CRAN checks: |
projpred results |