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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, 2023, <arXiv:2301.01660>), and for many other regression models (using the latent projection by Catalina, Bürkner, and Vehtari, 2021, <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.
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Normal rank
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Latest revision as of 18:56, 12 March 2024

Projection Predictive Feature Selection
Language Label Description Also known as
English
projpred
Projection Predictive Feature Selection

    Statements

    0 references
    2.5.0
    5 April 2023
    0 references
    0.7.0
    19 February 2018
    0 references
    0.8.0
    16 April 2018
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    1.0.0
    18 September 2018
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    1.1.0
    24 October 2018
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    1.1.1
    12 March 2019
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    1.1.2
    1 June 2019
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    1.1.4
    3 October 2019
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    1.1.5
    30 January 2020
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    1.1.6
    1 April 2020
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    2.0.0
    26 October 2020
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    2.0.2
    28 October 2020
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    2.1.0
    1 April 2022
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    2.1.1
    3 April 2022
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    2.1.2
    13 May 2022
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    2.2.0
    19 August 2022
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    2.2.1
    20 September 2022
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    2.2.2
    9 November 2022
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    2.3.0
    10 January 2023
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    2.4.0
    12 February 2023
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    2.6.0
    1 June 2023
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    2.7.0
    1 October 2023
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    2.8.0
    15 December 2023
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    0 references
    0 references
    15 December 2023
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    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, 2023, <arXiv:2301.01660>), and for many other regression models (using the latent projection by Catalina, Bürkner, and Vehtari, 2021, <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.
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    Identifiers

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