projpred
Projection Predictive Feature Selection
Description
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.
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CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
package dependencies
Package suggested but not available for checking: ‘cmdstanr’
package dependencies
Package suggested but not available for checking: ‘cmdstanr’
package dependencies
Packages suggested but not available for checking: 'unix', 'cmdstanr'
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/projpred.Rcheck/00install.out' for details.
package dependencies
Package suggested but not available for checking: ‘cmdstanr’
package dependencies
Package suggested but not available for checking: ‘cmdstanr’
package dependencies
Packages suggested but not available for checking: 'unix', 'cmdstanr'
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
package dependencies
Package suggested but not available for checking: ‘cmdstanr’
package dependencies
Package suggested but not available for checking: ‘cmdstanr’
package dependencies
Packages suggested but not available for checking: 'unix', 'cmdstanr'