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DESCRIPTION

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Package: projpred
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Encoding: UTF-8
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Title: Projection Predictive Feature Selection
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Version: 2.9.1.9001
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Date: 2025-11-02
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Version: 2.10.0
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Date: 2025-12-05
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Authors@R: c(person("Juho", "Piironen", role = c("aut"),
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email = "[email protected]"),
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person("Markus", "Paasiniemi", role = "aut"),

NEWS.md

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If you read this from a place other than <https://mc-stan.org/projpred/news/index.html>, please consider switching to that website since it features better formatting and cross-linking.
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# projpred 2.9.1.9000 (development)
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# projpred 2.10.0
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## Major changes
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* Added support for censored observations when using the latent projection (with response-scale analyses). This makes it possible, e.g., to use the latent projection for time-to-event models (also known as models for survival analysis). Due to this new feature, the function passed to argument `latent_ll_oscale` of `extend_family()` now needs to have an argument `cens`. See `?extend_family` (section "Latent projection") as well as the latent-projection vignette (section ["Censored observations (survival analysis)"](https://mc-stan.org/projpred/articles/latent.html#cens)) for more information and examples. Note that only the performance statistics `"elpd"`, `"mlpd"`, and `"gmpd"` take censoring into account (on response scale). (GitHub: #528)
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## Minor changes
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* `suggest_size()` returns `nterms_max` instead of NA when no model satisfies the criterion
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* Use `reformulas` package directly for formula processing functions. This package is already a dependency of `lme4` >= v1.1-38.
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## Bug fixes

cran-comments.md

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## Test environments
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* Local:
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+ R version 4.5.1 (2025-06-13) on Ubuntu 25.04 system (platform:
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+ R version 4.5.1 (2025-06-13) on Ubuntu 24.04.3 LTS system (platform:
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x86_64-pc-linux-gnu (64-bit))
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* win-builder:
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+ R-devel (R Under development (unstable) (2025-07-02 r88374 ucrt))
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+ R-release (R version 4.5.1 (2025-06-13 ucrt))
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+ R-oldrelease (R version 4.4.3 (2025-02-28 ucrt))
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+ R-devel R Under development (unstable) (2025-12-04 r89100 ucrt)
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+ R-release (R version 4.5.2 (2025-10-31 ucrt))
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+ R-oldrelease (version 4.4.3 (2025-02-28 ucrt))
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## R CMD check results
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The local check on a Linux system gave the following NOTEs:
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* checking CRAN incoming feasibility ... [10s/60s] NOTE
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Maintainer: ‘Osvaldo Martin <[e-mail address]>’
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New maintainer:
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Osvaldo Martin <[e-mail address]>
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Old maintainer(s):
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Frank Weber <[e-mail address]>
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Suggests or Enhances not in mainstream repositories:
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cmdstanr
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Availability using Additional_repositories specification:
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cmdstanr yes https://stan-dev.r-universe.dev/
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Found the following (possibly) invalid URLs:
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URL: https://sites.stat.columbia.edu/gelman/arm/
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From: man/mesquite.Rd
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Status: Error
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Message: libcurl error code 60:
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SSL certificate problem: unable to get local issuer certificate
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(Status without verification: OK)
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URL: https://sites.stat.columbia.edu/gelman/arm/examples/mesquite/mesquite.dat
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From: man/mesquite.Rd
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Status: Error
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Message: libcurl error code 60:
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SSL certificate problem: unable to get local issuer certificate
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(Status without verification: OK)
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* checking compilation flags used ... NOTE
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Compilation used the following non-portable flag(s):
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‘-mno-omit-leaf-frame-pointer’
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* checking examples ... [27s/28s] NOTE
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Examples with CPU (user + system) or elapsed time > 5s
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user system elapsed
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as.matrix.projection 8.788 0.437 9.376
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As stated in the first NOTE, we would like to change the maintainer in this
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release.
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As also stated in the first NOTE, the 'cmdstanr' package
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As stated in the first NOTE, the 'cmdstanr' package
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(<https://mc-stan.org/cmdstanr/>) is not available on CRAN. The 'cmdstanr'
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backend can be used in 'projpred''s unit tests, but it is not necessary for
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'projpred' to work. As this NOTE says, we have added the repository URL for the
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'cmdstanr' package to the 'DESCRIPTION' file (field 'Additional_repositories').
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The URLs reported as possibly invalid in the first NOTE are in fact accessible.
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The certificate problems are not related to 'projpred'.
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The compilation flag reported in the second NOTE is not set within 'projpred',
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so it is probably due to the system that this local check ran on. In CRAN
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checks, this NOTE has never appeared yet (but it is shown when checking the
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previous CRAN version 2.8.0 locally).
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The runtime of the 'as.matrix.projection' example (see the third NOTE) may
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sometimes be slightly > 5s.
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### win-builder checks
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#### R-devel
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The R-devel check on win-builder gave the following NOTE:
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* checking CRAN incoming feasibility ... [15s] NOTE
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Maintainer: 'Osvaldo Martin <[e-mail address]>'
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New maintainer:
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Osvaldo Martin <[e-mail address]>
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Old maintainer(s):
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Frank Weber <[e-mail address]>
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Suggests or Enhances not in mainstream repositories:
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cmdstanr
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Availability using Additional_repositories specification:
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The R-release check on win-builder gave the following NOTEs:
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* checking CRAN incoming feasibility ... [14s] NOTE
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Maintainer: 'Osvaldo Martin <[e-mail address]>'
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New maintainer:
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Osvaldo Martin <[e-mail address]>
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Old maintainer(s):
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Frank Weber <[e-mail address]>
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Suggests or Enhances not in mainstream repositories:
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cmdstanr
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Availability using Additional_repositories specification:
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#### R-oldrelease
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The R-oldrelease check on win-builder gave the following NOTEs:
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* checking CRAN incoming feasibility ... [20s] NOTE
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Maintainer: 'Osvaldo Martin <[e-mail address]>'
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New maintainer:
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Osvaldo Martin <[e-mail address]>
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Old maintainer(s):
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Frank Weber <[e-mail address]>
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Suggests or Enhances not in mainstream repositories:
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cmdstanr
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Availability using Additional_repositories specification:
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cmdstanr yes https://stan-dev.r-universe.dev/
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* checking package dependencies ... NOTE
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Packages suggested but not available for checking: 'unix', 'cmdstanr'
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vignettes/projpred.Rmd

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We now fit the reference model to the data.
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To make this vignette build faster, we use only 2 MCMC chains and 1000 iterations per chain (with half of them being discarded as warmup draws).
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In practice, 4 chains and 2000 iterations per chain are reasonable defaults.
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Furthermore, we make use of [**rstan**](https://mc-stan.org/rstan/)'s parallelization, which means to run each chain on a separate CPU core^[More generally, the number of chains is split up as evenly as possible among the number of CPU cores.].
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Furthermore, we make use of [**rstan**](https://mc-stan.org/)'s parallelization, which means to run each chain on a separate CPU core^[More generally, the number of chains is split up as evenly as possible among the number of CPU cores.].
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If you run the following code yourself, you can either rely on an automatic mechanism to detect the number of CPU cores (like the `parallel::detectCores()` function shown below) or adapt `ncores` manually to your system.
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```{r ref_fit}
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# Set this manually if desired:

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