Projection Predictive Feature Selection


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Documentation for package ‘projpred’ version 2.6.0

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projpred-package Projection predictive feature selection
as.matrix.projection Extract projected parameter draws
augdat_ilink_binom Inverse-link function for augmented-data projection with binomial family
augdat_link_binom Link function for augmented-data projection with binomial family
break_up_matrix_term Break up matrix terms
cl_agg Weighted averaging within clusters of parameter draws
cv-indices Create cross-validation folds
cvfolds Create cross-validation folds
cv_folds Create cross-validation folds
cv_ids Create cross-validation folds
cv_proportions Ranking proportions from fold-wise predictor rankings
cv_proportions.ranking Ranking proportions from fold-wise predictor rankings
cv_proportions.vsel Ranking proportions from fold-wise predictor rankings
cv_varsel Run search and performance evaluation with cross-validation
cv_varsel.default Run search and performance evaluation with cross-validation
cv_varsel.refmodel Run search and performance evaluation with cross-validation
df_binom Binomial toy example
df_gaussian Gaussian toy example
extend_family Extend a family
extra-families Extra family objects
get_refmodel Reference model and more general information
get_refmodel.default Reference model and more general information
get_refmodel.refmodel Reference model and more general information
get_refmodel.stanreg Reference model and more general information
get_refmodel.vsel Reference model and more general information
init_refmodel Reference model and more general information
mesquite Mesquite data set
plot.cv_proportions Plot ranking proportions from fold-wise predictor rankings
plot.ranking Plot ranking proportions from fold-wise predictor rankings
plot.vsel Plot predictive performance
pred-projection Predictions from a submodel (after projection)
predict.refmodel Predictions or log posterior predictive densities from a reference model
predictor_terms Predictor terms used in a 'project()' run
predictor_terms.projection Predictor terms used in a 'project()' run
print.vsel Print results (summary) of a 'varsel()' or 'cv_varsel()' run
print.vselsummary Print summary of a 'varsel()' or 'cv_varsel()' run
project Projection onto submodel(s)
projpred Projection predictive feature selection
proj_linpred Predictions from a submodel (after projection)
proj_predict Predictions from a submodel (after projection)
ranking Predictor ranking(s)
ranking.vsel Predictor ranking(s)
refmodel-init-get Reference model and more general information
solution_terms Retrieve the full-data solution path from a 'varsel()' or 'cv_varsel()' run or the predictor combination from a 'project()' run
solution_terms.projection Retrieve the full-data solution path from a 'varsel()' or 'cv_varsel()' run or the predictor combination from a 'project()' run
solution_terms.vsel Retrieve the full-data solution path from a 'varsel()' or 'cv_varsel()' run or the predictor combination from a 'project()' run
Student_t Extra family objects
suggest_size Suggest submodel size
suggest_size.vsel Suggest submodel size
summary.vsel Summary of a 'varsel()' or 'cv_varsel()' run
varsel Run search and performance evaluation without cross-validation
varsel.default Run search and performance evaluation without cross-validation
varsel.refmodel Run search and performance evaluation without cross-validation