Package: ddml 0.3.0.9000

ddml: Double/Debiased Machine Learning

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) <doi:10.1177/1536867X241233641>, which leverages multiple base learners to increase robustness to the underlying data generating process.

Authors:Achim Ahrens [aut], Christian B Hansen [aut], Mark E Schaffer [aut], Thomas Wiemann [aut, cre]

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ddml.pdf |ddml.html✨
ddml/json (API)
NEWS

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

Bug tracker:https://github.com/thomaswiemann/ddml/issues

Pkgdown site:https://thomaswiemann.com

Datasets:
  • AE98 - Random subsample from the data of Angrist & Evans (1991).

On CRAN:

Conda:

6.02 score 17 stars 31 scripts 301 downloads 14 exports 78 dependencies

Last updated 4 months agofrom:6077ced0e6. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 17 2025
R-4.5-winOKMar 17 2025
R-4.5-macOKMar 17 2025
R-4.5-linuxOKMar 17 2025
R-4.4-winOKMar 17 2025
R-4.4-macOKMar 17 2025
R-4.4-linuxOKMar 17 2025
R-4.3-winOKMar 17 2025
R-4.3-macOKMar 17 2025

Exports:crosspredcrossvalddml_ateddml_attddml_fplivddml_lateddml_plivddml_plmmdl_glmmdl_glmnetmdl_rangermdl_xgboostolsshortstacking

Dependencies:abindAERbackportsbootbroomcarcarDataclicodetoolscolorspacecowplotcpp11data.tableDerivdoBydplyrfansifarverforeachFormulagenericsggplot2glmnetgluegtableisobanditeratorsjsonlitelabelinglatticelifecyclelme4lmtestmagrittrMASSMatrixMatrixModelsmgcvmicrobenchmarkminqamodelrmunsellnlmenloptrnnetnnlsnumDerivpbkrtestpillarpkgconfigpurrrquadprogquantregR6rangerrbibutilsRColorBrewerRcppRcppEigenRdpackreformulasrlangsandwichscalesshapeSparseMstringistringrsurvivaltibbletidyrtidyselectutf8vctrsviridisLitewithrxgboostzoo

Get Started

Rendered fromddml.Rmdusingknitr::rmarkdownon Mar 17 2025.

Last update: 2024-06-27
Started: 2023-01-27