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

8.83 score 135 stars 229 scripts 1.2k downloads 16 exports 29 dependencies

Last updated 4 hours agofrom:c7edeb2c25. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 22 2024
R-4.5-winOKNov 22 2024
R-4.5-linuxOKNov 22 2024
R-4.4-winOKNov 22 2024
R-4.4-macOKNov 22 2024
R-4.3-winOKNov 22 2024
R-4.3-macOKNov 22 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 Nov 22 2024.

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