Projection Predictive Feature Selection


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Documentation for package ‘projpred’ version 2.0.2

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break_up_matrix_term Sometimes there can be terms in a formula that refer to a matrix instead of a single predictor. Because we can handle search_terms of predictors, this function breaks the matrix term into individual predictors to handle separately, as that is probably the intention of the user.
cv-indices Create cross-validation indices
cvfolds Create cross-validation indices
cv_ids Create cross-validation indices
cv_varsel Cross-validated variable selection (varsel)
cv_varsel.default Cross-validated variable selection (varsel)
cv_varsel.refmodel Cross-validated variable selection (varsel)
df_binom Binomial toy example.
df_gaussian Gaussian toy example.
extend_family Add extra fields to the family object.
extra-families Extra family objects.
get-refmodel Get reference model structure
get_refmodel Get reference model structure
get_refmodel.default 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
helper_formula Utilities to handle formulas for the external user
init_refmodel Get reference model structure
mesquite Mesquite data set.
plot.vsel Plot summary statistics related to variable selection
predict.refmodel Predict method for reference model objects
print-vsel Print methods for vsel/vsel objects
print.vsel Print methods for vsel/vsel 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
solution_terms Recovers solution path from a variable selection object.
Student_t Extra family objects.
suggest_size Suggest model size
suggest_size.vsel Suggest model size
summary.vsel Summary statistics related to variable selection
varsel Variable selection for generalized linear models
varsel.default Variable selection for generalized linear models
varsel.refmodel Variable selection for generalized linear models