solution_terms

solution_terms.vsel

solution_terms.projection

The <code>solution_terms.vsel()</code> method retrieves the solution path from a
full-data search (<code>vsel</code> objects are returned by <code>varsel()</code> or
<code>cv_varsel()</code>). The <code>solution_terms.projection()</code> method retrieves the
predictor combination onto which a projection was performed (<code>projection</code>
objects are returned by <code>project()</code>, possibly as elements of a <code>list</code>). Both
methods (and hence also the <code>solution_terms()</code> generic) are deprecated and
will be removed in a future release. Please use <code>ranking()</code> instead of
<code>solution_terms.vsel()</code> (<code>ranking()</code>'s output element <code>fulldata</code> contains the
full-data predictor ranking that is extracted by <code>solution_terms.vsel()</code>;
<code>ranking()</code>'s output element <code>foldwise</code> contains the fold-wise predictor
rankings---if available---which were previously not accessible via a built-in
function) and <code>predictor_terms()</code> instead of <code>solution_terms.projection()</code>.

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, 2023,
<arXiv:2301.01660>), and for many other regression models (using the latent
projection by Catalina, Bürkner, and Vehtari, 2021, <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.

Frank Weber

projpred

Projection Predictive Feature Selection

Juho Piironen

Markus Paasiniemi

Alejandro Catalina

Aki Vehtari

Jonah Gabry

Marco Colombo

Paul-Christian Bürkner

Hamada S. Badr

Brian Sullivan

Sölvi Rögnvaldsson

 The LME4 Authors

Yann McLatchie

Juho Timonen

solution_terms function

<dl><dt>object</dt>
<dd>The object from which to retrieve the predictor terms. Possible
classes may be inferred from the names of the corresponding methods (see
also the description).</dd>
<dt>...</dt>
<dd>Currently ignored.</dd></dl>

Arguments

Retrieve the full-data solution path from a varsel() or cv_varsel() run
or the predictor combination from a project() run — solution_terms

<dl>

<dt>object</dt>
<dd>The object from which to retrieve the predictor terms. Possible
classes may be inferred from the names of the corresponding methods (see
also the description).</dd>


<dt>...</dt>
<dd>Currently ignored.</dd>

</dl>

Retrieve the full-data solution path from a <code>varsel()</code> or <code>cv_varsel()</code> run
or the predictor combination from a <code>project()</code> run

solution_terms: Retrieve the full-data solution path from a `varsel()` or `cv_varsel()` run or the predictor combination from a `project()` run

Description

Usage

Value

Arguments