Projection Predictive Feature Selection


[Up] [Top]

Documentation for package ‘projpred’ version 0.8.0

Help Pages

projpred-package Projection predictive feature selection
cvind Create cross-validation indices
cv_varsel Cross-validate the variable selection (varsel)
df_binom Binomial toy example.
df_gaussian Gaussian toy example.
init_refmodel Generic reference model initialization
proj-pred Extract draws of the linear predictor and draw from the predictive distribution of the projected submodel
project Projection to submodels of selected sizes
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
suggest_size Suggest model size
varsel Variable selection for generalized linear models
varsel-statistics Plot or fetch summary statistics related to variable selection
varsel_plot Plot or fetch summary statistics related to variable selection
varsel_stats Plot or fetch summary statistics related to variable selection