Performs projection predictive feature selection for generalized linear and
additive models as well as for generalized linear and additive multilevel
models (see Piironen, Paasiniemi and Vehtari, 2020,
<doi:10.1214/20-EJS1711>; Catalina, Bürkner and Vehtari, 2022,
<https://proceedings.mlr.press/v151/catalina22a.html>). The package is
compatible with the 'rstanarm' and 'brms' packages, but other reference
models can also be used. See the documentation as well as the package
vignette for more information and examples.
Version: |
2.3.0 |
Depends: |
R (≥ 3.5.0) |
Imports: |
methods, dplyr, loo (≥ 2.0.0), rstantools (≥ 2.0.0), lme4, mvtnorm, ggplot2, Rcpp, utils, magrittr, mgcv, gamm4, MASS, rlang |
LinkingTo: |
Rcpp, RcppArmadillo |
Suggests: |
rstanarm, brms, testthat, knitr, rmarkdown, glmnet, cmdstanr, bayesplot (≥ 1.5.0), nlme, optimx, posterior, parallel, foreach, iterators, doParallel, future, future.callr, doFuture |
Published: |
2023-01-10 |
Author: |
Juho Piironen [aut],
Markus Paasiniemi [aut],
Alejandro Catalina [aut],
Frank Weber [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] |
Maintainer: |
Frank Weber <fweber144 at protonmail.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://mc-stan.org/r-packages/ |
Citation: |
projpred citation info |
Materials: |
README NEWS |
CRAN checks: |
projpred results |