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CRAN: Package projpred

projpred: Projection Predictive Feature Selection

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: 2.9.0 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 LinkingTo: Rcpp, RcppArmadillo Suggests: ggrepel, 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: 2025-07-08 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 Documentation: Downloads: Reverse dependencies: Linking:

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