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: 0.8.0
Depends: R (≥ 3.1.2)
Imports: rstan, rstanarm (≥ 2.17.4), loo (≥ 2.0.0), ggplot2, Rcpp, utils, rngtools (≥ 1.2.4)
LinkingTo: Rcpp, RcppArmadillo
Suggests: testthat, knitr, rmarkdown, glmnet, bayesplot (≥ 1.5.0)
Published: 2018-04-16
Author: Markus Paasiniemi [cre,aut], Juho Piironen [aut], Aki Vehtari [aut], Jonah Gabry [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_0.8.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: projpred_0.8.0.tgz, r-oldrel: not available
Old sources: projpred archive


Please use the canonical form to link to this page.