Package: DoubleML 1.0.0.9000

Philipp Bach

DoubleML: Double Machine Learning in R

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. More information available in the publication in the Journal of Statistical Software: <doi:10.18637/jss.v108.i03>.

Authors:Philipp Bach [aut, cre], Victor Chernozhukov [aut], Malte S. Kurz [aut], Martin Spindler [aut], Klaassen Sven [aut]

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DoubleML.pdf |DoubleML.html✨
DoubleML/json (API)

# Install 'DoubleML' in R:
install.packages('DoubleML', repos = c('https://doubleml.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/doubleml/doubleml-for-r/issues

On CRAN:

causal-inferencedata-sciencedouble-machine-learningeconometricsmachine-learningmlr3statistics

8.63 score 130 stars 247 scripts 1.1k downloads 16 exports 29 dependencies

Last updated 5 months agofrom:e631592df0. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 13 2024
R-4.5-winOKOct 13 2024
R-4.5-linuxOKOct 13 2024
R-4.4-winOKOct 13 2024
R-4.4-macOKOct 13 2024
R-4.3-winOKOct 13 2024
R-4.3-macOKOct 13 2024

Exports:double_ml_data_from_data_framedouble_ml_data_from_matrixDoubleMLClusterDataDoubleMLDataDoubleMLIIVMDoubleMLIRMDoubleMLPLIVDoubleMLPLRfetch_401kfetch_bonusmake_iivm_datamake_irm_datamake_pliv_CHS2015make_pliv_multiway_cluster_CKMS2021make_plr_CCDDHNR2018make_plr_turrell2018

Dependencies:backportsbbotkcheckmateclusterGenerationcodetoolsdata.tabledigestevaluatefuturefuture.applyglobalslgrlistenvMASSmlbenchmlr3mlr3learnersmlr3measuresmlr3miscmlr3tuningmvtnormpalmerpenguinsparadoxparallellyPRROCR6Rcppreadstata13uuid

DoubleML - An Object-Oriented Implementation of Double Machine Learning in R

Rendered fromIntroduction_to_DoubleML.Rmdusingknitr::rmarkdownon Oct 13 2024.

Last update: 2024-02-15
Started: 2021-06-03

Getting Started with DoubleML

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Last update: 2023-02-13
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Installing DoubleML

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Last update: 2021-01-25
Started: 2020-11-13