Implementation of the double/debiased machine learning framework of Chernozhukov et al. (2018) <doi:10.1111/ectj.12097> for partially linear regression models, partially linear instrumental variable regression models, interactive regression models and interactive instrumental variable regression models. 'DoubleML' allows estimation of the nuisance parts in these models by machine learning methods and computation of the Neyman orthogonal score functions. 'DoubleML' is built on top of 'mlr3' and the 'mlr3' ecosystem. The object-oriented implementation of 'DoubleML' based on the 'R6' package is very flexible.
| Version: | 0.1.1 |
| Depends: | R (≥ 3.5.0) |
| Imports: | R6 (≥ 2.4.1), data.table (≥ 1.12.8), stats, checkmate, mlr3 (≥ 0.5.0), mlr3tuning (≥ 0.3.0), mvtnorm, utils, clusterGeneration, readstata13 |
| Suggests: | knitr, rmarkdown, testthat, patrick, mlr3learners (≥ 0.3.0), paradox (≥ 0.4.0), dplyr, glmnet, lgr, ranger, sandwich, AER, rpart |
| Published: | 2020-12-16 |
| Author: | Philipp Bach [aut], Victor Chernozhukov [aut], Malte S. Kurz [aut, cre], Martin Spindler [aut] |
| Maintainer: | Malte S. Kurz <malte.simon.kurz at uni-hamburg.de> |
| License: | MIT + file LICENSE |
| URL: | https://github.com/DoubleML/doubleml-for-r/ |
| NeedsCompilation: | no |
| Materials: | README |
| CRAN checks: | DoubleML results |
| Reference manual: | DoubleML.pdf |
| Vignettes: |
Getting Started with DoubleML Installing DoubleML |
| Package source: | DoubleML_0.1.1.tar.gz |
| Windows binaries: | r-devel: DoubleML_0.1.1.zip, r-release: DoubleML_0.1.1.zip, r-oldrel: DoubleML_0.1.1.zip |
| macOS binaries: | r-release: DoubleML_0.1.1.tgz, r-oldrel: DoubleML_0.1.1.tgz |
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