R: Projection Predictive Variable Selection

varsel.brmsfit {brms} | R Documentation

## Projection Predictive Variable Selection

### Description

Perform projection predictive variable selection with the projpred package. See `varsel` and `cv_varsel` for more details.

### Usage

    ## S3 method for class 'brmsfit'
    varsel(object, ...)

    ## S3 method for class 'brmsfit'
    cv_varsel(object, ...)

### Arguments

`object` | A `brmsfit` object.
`...` | Further arguments passed to `get_refmodel.brmsfit` as well as `varsel.refmodel` or `cv_varsel.refmodel`.

### Value

A `vsel` object for which several methods are available in the projpred package.

### Examples

    ## Not run:
    # fit a simple model
    fit <- brm(count ~ zAge + zBase * Trt,
               data = epilepsy, family = poisson())
    summary(fit)

    # perform variable selection without cross-validation
    vs <- varsel(fit)
    summary(vs)
    plot(vs)

    # perform variable selection with cross-validation
    cv_vs <- cv_varsel(fit)
    summary(cv_vs)
    plot(cv_vs)

    ## End(Not run)

[Package brms version 2.16.1 Index]