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'))

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

On CRAN:

Conda:

causal-inferencedata-sciencedouble-machine-learningeconometricsmachine-learningmlr3statistics

9.16 score 139 stars 1 packages 267 scripts 1.1k downloads 16 exports 30 dependencies

Last updated 4 months agofrom:c7edeb2c25. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 22 2025
R-4.5-winOKMar 22 2025
R-4.5-macOKMar 22 2025
R-4.5-linuxOKMar 22 2025
R-4.4-winOKMar 22 2025
R-4.4-macOKMar 22 2025
R-4.4-linuxOKMar 22 2025
R-4.3-winOKMar 22 2025
R-4.3-macOKMar 22 2025

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.applyglobalslgrlistenvMASSmlbenchmlr3mlr3learnersmlr3measuresmlr3miscmlr3tuningmvtnormpalmerpenguinsparadoxparallellyPRROCR6Rcppreadstata13rlanguuid

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

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Last update: 2024-02-15
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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