projpred

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.

Create cross-validation indices

Cross-validated variable selection (varsel)

Binomial toy example.

Gaussian toy example.

Execute a Function Call

Add extra fields to the family object.

Extra family objects.

Get reference model structure

Utilities to handle formulas for the external user

Mesquite data set.

Plot summary statistics related to variable selection

Predict method for reference model objects

Print methods for vsel/vsel objects

Extract draws of the linear predictor and draw from the predictive distribution of the projected submodel

Projection to submodels

Projection predictive feature selection

Objects exported from other packages

Recovers solution path from a variable selection object.

Suggest model size

Summary statistics related to variable selection

Variable selection for generalized linear models