projpred
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.
Tests Vignettes
Available Snapshots
This version of projpred can be found in the following snapshots:
Dependencies
| Imports/Depends/LinkingTo/Enhances (15) |
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| Suggests (22) |
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