projpred: Projection Predictive Feature Selection

Performs projection predictive feature selection for generalized linear models (see, e.g., Piironen and Vehtari, 2017, <doi:10.1007/s11222-016-9649-y>). The package is compatible with 'rstanarm' package, but other reference models can also be used. See the package vignette for more information and examples.

Version: 0.7.0
Depends: R (≥ 3.1.2)
Imports: rstan, rstanarm (≥ 2.17.2), loo, ggplot2, Rcpp, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, knitr, rmarkdown, glmnet, bayesplot
Published: 2018-02-19
Author: Markus Paasiniemi [aut], Juho Piironen [aut], Jonah Gabry [ctb], Aki Vehtari [ctb]
Maintainer: Juho Piironen <juho.piironen at>
License: GPL-3
NeedsCompilation: yes
CRAN checks: projpred results


Reference manual: projpred.pdf
Vignettes: projpred quickstart guide
Package source: projpred_0.7.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: projpred_0.7.0.tgz
OS X Mavericks binaries: r-oldrel: not available


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