Projection Predictive Feature Selection

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Documentation for package ‘projpred’ version 1.1.6

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cv-indices Create cross-validation indices
cvfolds Create cross-validation indices
cvind Create cross-validation indices
cv_varsel Cross-validate the variable selection (varsel)
df_binom Binomial toy example.
df_gaussian Gaussian toy example.
get-refmodel Get reference model structure
get_refmodel Get reference model structure
get_refmodel.brmsfit Get reference model structure
get_refmodel.cvsel Get reference model structure
get_refmodel.refmodel Get reference model structure
get_refmodel.stanreg Get reference model structure
get_refmodel.vsel Get reference model structure
init_refmodel Custom reference model initialization
mesquite Mesquite data set.
predict.refmodel Predict method for reference model objects
print-vsel Print methods for vsel/cvsel objects
print.cvsel Print methods for vsel/cvsel objects
print.vsel Print methods for vsel/cvsel objects
proj-pred Extract draws of the linear predictor and draw from the predictive distribution of the projected submodel
project Projection to submodels
projpred Projection predictive feature selection
proj_linpred Extract draws of the linear predictor and draw from the predictive distribution of the projected submodel
proj_predict Extract draws of the linear predictor and draw from the predictive distribution of the projected submodel
suggest_size Suggest model size
varsel Variable selection for generalized linear models
varsel-statistics Plot or fetch summary statistics related to variable selection
varsel_plot Plot or fetch summary statistics related to variable selection
varsel_stats Plot or fetch summary statistics related to variable selection