New projpred version (2.7.0) on CRAN

A new projpred version (2.7.0) has been released on CRAN. Most noteworthy changes are that the default search method is forward search now, that a built-in connection to the posterior package has been added for handling projected posterior draws (which is especially useful after clustered projection), and that a helper function run_cvfun() has been added which allows to save time if K-fold CV is run multiple times based on the same K reference model refits (e.g., for debugging) and which also illustrates how input for argument cvfits of cv_varsel.refmodel() and init_refmodel() should look like. See the changelog for details.


I forgot to mention some other features:

  • Parallelization across cross-validation folds if validate_search is TRUE (see cv_varsel()'s new argument parallel).
  • New helper function force_search_terms() which allows to force certain predictor terms to be selected first.
  • New sub-section “Speed” in the main vignette’s “Troubleshooting” section.