r-cran-projpred

Description

Performs projection predictive feature selection for generalized linear models (see, Piironen, Paasiniemi and Vehtari, 2018, <arXiv:1810.02406>). The package is compatible with the 'rstanarm' and 'brms' packages, but other reference models can also be used. See the package vignette for more information and examples.

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Homepage

https://cran.r-project.org/package=projpred

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