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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/projpred-package.R
\docType{package}
\name{projpred}
\alias{projpred}
\title{Projection predictive feature selection}
\description{
Description
\pkg{projpred} is an R package to perform projection predictive variable
(feature) selection for generalized linear models, generalized linear
multilevel models and generalized additive multilevel models. The package
is aimed to be compatible with \pkg{rstanarm} but also other reference
models can be used (see function \code{\link{init_refmodel}}).
Currently, the supported models (family objects in R) include Gaussian,
Binomial and Poisson families, but more will be implemented later. See the
\href{https://mc-stan.org/projpred/articles/quickstart.html}{quickstart-vignette}
and
\href{https://mc-stan.org/projpred/articles/quickstart_glmm.html}{quickstart-glmm-vignette}
for examples.
}
\section{Functions}{
\describe{
\item{\link{varsel}, \link{cv_varsel}, \link{init_refmodel},
\link{suggest_size}}{ Perform and cross-validate the variable selection.
\link{init_refmodel} can be used to initialize a reference model other than
\pkg{rstanarm}-fit.} \item{\link{project}}{ Get the projected posteriors of
the reduced models.} \item{\link{proj_predict}, \link{proj_linpred}}{ Make
predictions with reduced number of features.} \item{\link{plot},
\link{summary}}{ Visualize and get some key statistics about the variable
selection.}
}
}
\section{References}{
Dupuis, J. A. and Robert, C. P. (2003). Variable selection in qualitative
models via an entropic explanatory power. \emph{Journal of Statistical
Planning and Inference}, 111(1-2):77–94.
Goutis, C. and Robert, C. P. (1998). Model choice in generalised linear
models: a Bayesian approach via Kullback–Leibler projections.
\emph{Biometrika}, 85(1):29–37.
Juho Piironen and Aki Vehtari (2017). Comparison of Bayesian predictive
methods for model selection. \emph{Statistics and Computing},
27(3):711-735. doi:10.1007/s11222-016-9649-y.
(\href{https://link.springer.com/article/10.1007/s11222-016-9649-y}{Online}).
}
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