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.

Version: 1.1.2
Depends: R (≥ 3.1.2)
Imports: loo (≥ 2.0.0), ggplot2, Rcpp, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: rstanarm, brms, testthat, knitr, rmarkdown, glmnet, bayesplot (≥ 1.5.0)
Published: 2019-05-31
Author: Juho Piironen [cre, aut], Markus Paasiniemi [aut], Aki Vehtari [aut], Jonah Gabry [ctb], Paul-Christian B├╝rkner [ctb]
Maintainer: Juho Piironen <juho at>
License: GPL-3
NeedsCompilation: yes
Materials: NEWS
CRAN checks: projpred results


Reference manual: projpred.pdf
Vignettes: projpred quickstart guide
Package source: projpred_1.1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: projpred_1.1.2.tgz, r-oldrel: projpred_1.1.2.tgz
Old sources: projpred archive


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