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Generic Machine Learning Inference on heterogeneous treatment effects in randomized experiments as proposed in Chernozhukov, Demirer, Duflo and Fernández-Val (2020) <doi:10.48550/arXiv.1712.04802>. This package's workhorse is the 'mlr3' framework of Lang et al. (2019) <doi:10.21105/joss.01903>, which enables the specification of a wide variety of machine learners. The main functionality, GenericML(), runs Algorithm 1 in Chernozhukov, Demirer, Duflo and Fernández-Val (2020) <doi:10.48550/arXiv.1712.04802> for a suite of user-specified machine learners. All steps in the algorithm are customizable via setup functions. Methods for printing and plotting are available for objects returned by GenericML(). Parallel computing is supported.
Version: | 0.2.2 |
Depends: | ggplot2, mlr3, mlr3learners |
Imports: | sandwich, lmtest, splitstackshape, stats, parallel, abind |
Suggests: | glmnet, ranger, rpart, e1071, xgboost, kknn, DiceKriging, testthat (≥ 3.0.0) |
Published: | 2022-06-18 |
DOI: | 10.32614/CRAN.package.GenericML |
Author: | Max Welz [aut, cre], Andreas Alfons [aut], Mert Demirer [aut], Victor Chernozhukov [aut] |
Maintainer: | Max Welz <welz at ese.eur.nl> |
BugReports: | https://github.com/mwelz/GenericML/issues/ |
License: | GPL (≥ 3) |
URL: | https://github.com/mwelz/GenericML/ |
NeedsCompilation: | no |
Citation: | GenericML citation info |
Materials: | NEWS |
CRAN checks: | GenericML results |
Reference manual: | GenericML.pdf |
Package source: | GenericML_0.2.2.tar.gz |
Windows binaries: | r-devel: GenericML_0.2.2.zip, r-release: GenericML_0.2.2.zip, r-oldrel: GenericML_0.2.2.zip |
macOS binaries: | r-release (arm64): GenericML_0.2.2.tgz, r-oldrel (arm64): GenericML_0.2.2.tgz, r-release (x86_64): GenericML_0.2.2.tgz, r-oldrel (x86_64): GenericML_0.2.2.tgz |
Old sources: | GenericML archive |
Please use the canonical form https://CRAN.R-project.org/package=GenericML to link to this page.
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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