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, <>), for some ordinal and nominal regression models (Weber, Glass, and Vehtari, 2023, <doi:10.48550/arXiv.2301.01660>), 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: 2.8.0
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
Published: 2023-12-15
DOI: 10.32614/CRAN.package.projpred
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], The LME4 Authors [cph] (see file 'LICENSE' for details), Yann McLatchie [ctb], Juho Timonen [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: Latent projection predictive feature selection
projpred: Projection predictive feature selection


Package source: projpred_2.8.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): projpred_2.8.0.tgz, r-oldrel (arm64): projpred_2.8.0.tgz, r-release (x86_64): projpred_2.8.0.tgz, r-oldrel (x86_64): projpred_2.8.0.tgz
Old sources: projpred archive

Reverse dependencies:

Reverse suggests: brms


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