https://github.com/stan-dev/projpred

Projection predictive variable selection
https://github.com/stan-dev/projpred

bayes bayesian bayesian-inference r-package rstanarm stan statistics variable-selection

Last synced: 3 days ago
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Projection predictive variable selection

• Host: GitHub
• URL: https://github.com/stan-dev/projpred
• Owner: stan-dev
• License: other
• Created: 2016-06-16T11:57:54.000Z (over 8 years ago)
• Default Branch: master
• Last Pushed: 2024-10-22T20:14:29.000Z (23 days ago)
• Last Synced: 2024-10-29T14:21:57.113Z (16 days ago)
• Topics: bayes, bayesian, bayesian-inference, r-package, rstanarm, stan, statistics, variable-selection
• Language: R
• Homepage: https://mc-stan.org/projpred/
• Size: 24 MB
• Stars: 109
• Watchers: 11
• Forks: 25
• Open Issues: 45
• Metadata Files:
  • Readme: README.Rmd
  • Changelog: NEWS.md
  • Funding: .github/FUNDING.yml
  • License: LICENSE

Awesome Lists containing this project

README

        
---

output: github_document

---

```{r, include = FALSE}

knitr::opts_chunk$set(

  collapse = TRUE,

  comment = "#>",

  fig.path = "man/figures/README-",

  out.width = "100%"

)

```

[![CRAN_Status_Badge](https://www.r-pkg.org/badges/version/projpred?color=blue)](https://CRAN.R-project.org/package=projpred)

# projpred [](https://mc-stan.org)

The R package **projpred** performs the projection predictive variable selection

for various regression models. Usually, the reference model will be an

[**rstanarm**](https://mc-stan.org/rstanarm/) or

[**brms**](https://paul-buerkner.github.io/brms/) fit, but custom reference

models can also be used. Details on supported model types are given in section

["Supported types of

models"](https://mc-stan.org/projpred/articles/projpred.html#modtypes) of the

main vignette^[The main vignette can be accessed offline by typing

`vignette(topic = "projpred", package = "projpred")` or---more

conveniently---`browseVignettes("projpred")` within R.].

For details on how to cite **projpred**, see the [projpred citation

info](https://CRAN.R-project.org/package=projpred/citation.html) on CRAN^[The

citation information can be accessed offline by typing

`print(citation("projpred"), bibtex = TRUE)` within R.]. Further references

(including earlier work that **projpred** is based on) are given in section

["Introduction"](https://mc-stan.org/projpred/articles/projpred.html#introduction)

of the main vignette.

The [vignettes](https://mc-stan.org/projpred/articles/)^[The overview of all

vignettes can be accessed offline by typing `browseVignettes("projpred")` within

R.] illustrate how to use the **projpred** functions in conjunction. Details on

the **projpred** functions as well as some shorter examples may be found in the

[documentation](https://mc-stan.org/projpred/reference/index.html)^[The

documentation can be accessed offline using `?` or `help()` within R.].

## Installation

There are two ways for installing **projpred**: from

[CRAN](https://CRAN.R-project.org/package=projpred) or from

[GitHub](https://github.com/stan-dev/projpred). The GitHub version might be more

recent than the CRAN version, but the CRAN version might be more stable.

### From CRAN

```r

install.packages("projpred")

```

### From GitHub

This requires the [**devtools**](https://devtools.r-lib.org/) package, so if

necessary, the following code will also install **devtools** (from

[CRAN](https://CRAN.R-project.org/package=devtools)):

```r

if (!requireNamespace("devtools", quietly = TRUE)) {

  install.packages("devtools")

}

devtools::install_github("stan-dev/projpred", build_vignettes = TRUE)

```

To save time, you may omit `build_vignettes = TRUE`.