projpred: Projection Predictive Feature Selection

Performs projection predictive feature selection for generalized linear and additive models as well as for generalized linear and additive multilevel models (see Piironen, Paasiniemi and Vehtari, 2020, <doi:10.1214/20-EJS1711>; Catalina, Bürkner and Vehtari, 2022, <>). The package is compatible with the 'rstanarm' and 'brms' packages, but other reference models can also be used. See the documentation as well as the package vignette for more information and examples.

Version: 2.2.2
Depends: R (≥ 3.5.0)
Imports: methods, dplyr, loo (≥ 2.0.0), rstantools (≥ 2.0.0), lme4, mvtnorm, ggplot2, Rcpp, utils, magrittr, mgcv, gamm4, MASS, rlang
LinkingTo: Rcpp, RcppArmadillo
Suggests: rstanarm, brms, testthat, knitr, rmarkdown, glmnet, cmdstanr, bayesplot (≥ 1.5.0), nlme, optimx, posterior, parallel, foreach, iterators, doParallel, future, future.callr, doFuture
Published: 2022-11-09
Author: Juho Piironen [aut], Markus Paasiniemi [aut], Alejandro Catalina [aut], Frank Weber [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]
Maintainer: Frank Weber <fweber144 at>
License: GPL-3 | file LICENSE
NeedsCompilation: yes
Citation: projpred citation info
Materials: README NEWS
CRAN checks: projpred results


Reference manual: projpred.pdf
Vignettes: projpred: Projection predictive feature selection


Package source: projpred_2.2.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): projpred_2.2.2.tgz, r-oldrel (arm64): projpred_2.2.2.tgz, r-release (x86_64): projpred_2.2.2.tgz, r-oldrel (x86_64): projpred_2.2.2.tgz
Old sources: projpred archive

Reverse dependencies:

Reverse suggests: brms


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