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Forest-based statistical estimation and inference. GRF provides non-parametric methods for heterogeneous treatment effects estimation (optionally using right-censored outcomes, multiple treatment arms or outcomes, or instrumental variables), as well as least-squares regression, quantile regression, and survival regression, all with support for missing covariates.
| Version: | 2.3.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | DiceKriging, lmtest, Matrix, methods, Rcpp (≥ 0.12.15), sandwich (≥ 2.4-0) |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | DiagrammeR, MASS, rdd, survival (≥ 3.2-8), testthat (≥ 3.0.4) |
| Published: | 2024-02-25 |
| Author: | Julie Tibshirani [aut], Susan Athey [aut], Rina Friedberg [ctb], Vitor Hadad [ctb], David Hirshberg [ctb], Luke Miner [ctb], Erik Sverdrup [aut, cre], Stefan Wager [aut], Marvin Wright [ctb] |
| Maintainer: | Erik Sverdrup <erik.sverdrup at monash.edu> |
| BugReports: | https://github.com/grf-labs/grf/issues |
| License: | GPL-3 |
| URL: | https://github.com/grf-labs/grf |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| In views: | CausalInference, Econometrics, MachineLearning, MissingData |
| CRAN checks: | grf results |
| Reference manual: | grf.pdf |
| Package source: | grf_2.3.2.tar.gz |
| Windows binaries: | r-devel: grf_2.3.2.zip, r-release: grf_2.3.2.zip, r-oldrel: grf_2.3.2.zip |
| macOS binaries: | r-release (arm64): grf_2.3.2.tgz, r-oldrel (arm64): grf_2.3.2.tgz, r-release (x86_64): grf_2.3.2.tgz, r-oldrel (x86_64): grf_2.3.2.tgz |
| Old sources: | grf archive |
| Reverse imports: | aggTrees, causalweight, EpiForsk, evalITR, htetree, longsurr, policytree, qeML |
| Reverse suggests: | CRE, maq, rdss, targeted |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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