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: | 2.10.0 |
| 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, reformulas |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | ggrepel, ggfortify, 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: | 2025-12-06 |
| 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 |
| Reference manual: | projpred.html , projpred.pdf |
| Vignettes: |
Latent projection predictive feature selection (source, R code) projpred: Projection predictive feature selection (source, R code) |
| Package source: | projpred_2.10.0.tar.gz |
| Windows binaries: | r-devel: projpred_2.10.0.zip, r-release: projpred_2.10.0.zip, r-oldrel: projpred_2.10.0.zip |
| macOS binaries: | r-release (arm64): projpred_2.10.0.tgz, r-oldrel (arm64): projpred_2.10.0.tgz, r-release (x86_64): projpred_2.10.0.tgz, r-oldrel (x86_64): projpred_2.10.0.tgz |
| Old sources: | projpred archive |
| Reverse suggests: | BayesERtools, brms, SignalY |
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