CRAN/E | ddml

ddml

Double/Debiased Machine Learning

Installation

About

Estimate common causal parameters using double/debiased machine learning as proposed by Chernozhukov et al. (2018) doi:10.1111/ectj.12097. 'ddml' simplifies estimation based on (short-)stacking as discussed in Ahrens et al. (2024) , which leverages multiple base learners to increase robustness to the underlying data generating process.

github.com/thomaswiemann/ddml
thomaswiemann.com/ddml/
Bug report File report

Key Metrics

Version 0.2.0
R ≥ 3.6
Published 2024-01-09 109 days ago
Needs compilation? no
License GPL (≥ 3)
CRAN checks ddml results

Downloads

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Last 30 days 200 -12%
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Last 365 days 1.777

Maintainer

Maintainer

Thomas Wiemann

wiemann@uchicago.edu

Authors

Achim Ahrens

aut

Christian B Hansen

aut

Mark E Schaffer

aut

Thomas Wiemann

aut / cre

Material

README
NEWS
Reference manual
Package source

Vignettes

Get Started

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

ddml archive

Depends

R ≥ 3.6

Imports

methods
stats
AER
MASS
Matrix
nnls
quadprog
glmnet
ranger
xgboost

Suggests

sandwich
covr
testthat ≥ 3.0.0
knitr
rmarkdown