Projection Predictive Feature Selection
Overview
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, https://proceedings.mlr.press/v151/catalina22a.html), for some ordinal and nominal regression models (Weber, Glass, and Vehtari, 2025, doi:10.1007/s00180-024-01506-0), 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.
Major changes
Minor changes
- Added
proj_epred(), which is essentially a wrapper aroundproj_linpred()withtransform = TRUE. (GitHub: #559, #560)
Bug fixes and maintenance
- Fixed bug in
cv_varsel()withcv_method = "kfold": Submodels were incorrectly scored with the full data from the reference model family instead of the correct fold's one, which matters for the latent projection. (GitHub: #567, #568) - Tests: Adapt to version 0.9.15 of package mclogit (GitHub: #552)
- Docs: Fix links to
summary()generic (GitHub: #553) - Tests: Adapt tests to testthat v3.3.0 (GitHub: #554)
- Use relative fontsize for model size numbers (GitHub: #555,#556)
- Remove seemingly outdated lme4 note (GitHub: #558)
- Add AI contribution policy (GitHub: #561)
- Minor maintenance updates (GitHub: #562)
Show all changes in 2.11.0Hide the rest of the changes in 2.11.0
- Tests: Resolve CI failures (GitHub: #569)
- Docs:Inherit navbar from template (GitHub: #570)
From NEWS.md in the release
Install
Health
- OK13 OK2026-10-17
- NOTE12 OK, 1 NOTE2026-10-01
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-04
Show 5 earlier changesHide 5 earlier changes
- NOTE12 OK, 1 NOTE2026-07-03
- OK12 OK2026-04-25
- NOTE11 OK, 3 NOTE2026-04-22
- ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 38 (3 internal)includes a package overview page
- Examples that run
- 89%17 run in a plain check (15 of them under a condition) · 2 hold no code
- Exported functions with examples
- 64%
- Documented parameters
- 93%
- Return-value docs
- 100%
- Help pages citing references
- 5%
Downloads
Repository
- PRs merged (all time)
- 96%
- Median days to close, 50 most recently updated closed issues
- 27
- Median days to close, 50 most recently updated closed PRs
- 1
Stars over time
Forks over time
Releases over time
Issues over time
PRs over time
Commits over time
12 development-tooling and community-health practices detected across 6 families in the upstream repository
Checks run against github.com/stan-dev/projpred on 2026-10-18.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
Funding links: GitHub Sponsors, mc-stan.org
The repository owner accepts GitHub Sponsors
GitHub Pages site last deployed 2026-10-01 · The repository has a site deploy workflow
pkgdown site last built 2026-09-30
Show all practicesHide 2 practices
Dependencies
Installing projpred adds 55 packages (31 with compiled code, 43 MB of source tarballs). Heaviest: ggplot2 6.0 MB, data.table 5.7 MB, lme4 4.1 MB.
Code & Tests
Datasets
People & History
Previously maintained by Frank Weber (2.1.0 to 2.8.0) and Alejandro Catalina (2.0.0 to 2.0.2).
Pick two releases to compare their code metrics.
- 2.11.0Latest
- RR 4.6.0 released · 2026-04-24
- 2.10.02025-12-06 · diff ↗
- 2.9.12025-10-28 · diff ↗
- 2.9.02025-07-09 · diff ↗
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 2.8.0
- 2.7.0
- unarchivedReturned to CRAN2023-06-01
- 2.6.0
- archivedRemoved from CRAN2023-05-31issues were not corrected in time
- RR 4.3.0 released · 2023-04-21
- 2.5.0
- 2.4.0
- 2.3.02023-01-10 · diff ↗
Show 25 earlier eventsHide 25 earlier events
- 2.2.22022-11-09 · diff ↗
- 2.2.12022-09-20 · diff ↗
- 2.2.0
- 2.1.22022-05-13 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 2.1.12022-04-03 · diff ↗
- 2.1.02022-04-01 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 2.0.22020-10-28 · diff ↗
- 2.0.02020-10-26 · diff ↗ ·
removed 3 exports
cvind, varsel_plot, varsel_statsadded 7 exports
%>%, Student_t, break_up_matrix_term, cv_ids, do_call, extend_family, solution_terms - RR 4.0.0 released · 2020-04-24
- 1.1.62020-04-01 · diff ↗
- unarchivedReturned to CRAN2020-01-30
- 1.1.52020-01-30 · diff ↗
- archivedRemoved from CRAN2020-01-16check issues were not corrected in time 'Additional issues'
- 1.1.42019-10-03 · diff ↗
- 1.1.22019-06-01 · diff ↗
- RR 3.6.0 released · 2019-04-26
- 1.1.12019-03-12 · diff ↗
- 1.1.02018-10-24 · diff ↗
- 1.0.0
- RR 3.5.0 released · 2018-04-23
- 0.8.0
- 0.7.02018-02-19
- RR 3.4.0 released · 2017-04-21
Package metadata
- First published
- 2018-02-19
- Total releases
- 27 / 8 yrs
- License
- GPL-3 | file LICENSE OSI
- Additional repositories
- stan-dev.r-universe.dev
- Minimum R
- ≥ 3.6.0
- Bundled data
- 40 KB / 3 files
- Download size
- 503 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("projpred")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
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