This chapter discusses the protocol for computational protein structure prediction by protein threading. First, we present a general procedure and summarize some typical ideas for each step of protein threading. Then, we describe the design and implementation of RAPTOR, a protein structure prediction program based on threading. The major focuses are three key components of RAPTOR: a linear programming approach to protein threading, two machine learning approaches (SVM and Gradient Boosting) to fold recognition, and evaluation of the statistical significance of the prediction results. The first part of this chapter is a brief review of protein threading, and the second part contains original research results. Some key ideas and results have been previously published.