stan-dev / stan-dev/projpred

Support models with monotonic predictors

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enhancement
Dominant language
R
Stars
114
Forks
31
PR merge metrics
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Description

Hello, I have brms model with a number of mo(varname) terms.

It seems that projpred does not support these terms or is it that brms is unaware?

https://github.com/paul-buerkner/brms/blob/master/R/projpred.R#L117-L120

vs_11 <- varsel(brm_model_11, method = "forward")
! Projpred only supports standard multilevel and smoothing terms as well as offsets.
Error in `get_refmodel.brmsfit()`:

Thanks in advance

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Research direction

Start with the brms integration at R/projpred.R lines 117-120 and reproduce the reported varsel(brm_model_11, method = "forward") call using a model with mo(varname) terms. Trace get_refmodel.brmsfit() and define done as monotonic predictors being accepted without the current unsupported-terms error.

Written by the indexing model from the issue text.

Assessment

Tech stack
r
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
35/100

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