Performs projection predictive feature selection for generalized linear
models and generalized linear and additive multilevel models
(see, Piironen, Paasiniemi and Vehtari, 2020, < https://projecteuclid.org/euclid.ejs/1589335310>,
Catalina, Bürkner and Vehtari, 2020,
This version contains only a few patches, no new features to the user.
rstanarmmodels fitted with syntax like
stan_glm(log(y) ~ log(x), ...), that is, it did not allow transformation for
Changed the internals so that now all fit objects (such as rstanarm fits) are converted to
refmodel-objects using the generict
get_refmodel-function, and all the functions use only this object. This makes it much easier to use projpred with other reference models by writing them a new
get_refmodel-function. The syntax is now changed so that
cv_varsel both return an object that has similar structure always, and the reference model is stored into this object.
Added more examples to the vignette.
Added possibility to change the baseline in
varsel_plot/varsel_stats. Now it is possible to compare also to the best submodel found, not only to the reference model.
Bug fix: RMSE was previously computed wrong, this is now fixed.
nloo = n by default in
regul=1e-4 now by default in all functions.
relaxargument for the main functions (
projectand the prediction functions). Now it is possible to make predictions also with those parameter estimates that were computed during the L1-penalized search. This change also allows the user to compute the Lasso-solution by providing the observed data as the 'reference fit' for init_refmodel. An example will be added to the vignette.
Until this version, we did not keep record of the changes between different versions. Started to do this from version 0.9.0 onwards.