The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.

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.

Version: 0.3.0
Depends: R (≥ 3.6)
Imports: methods, stats, AER, MASS, Matrix, nnls, quadprog, glmnet, ranger, xgboost
Suggests: sandwich, covr, testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2024-10-02
DOI: 10.32614/CRAN.package.ddml
Author: Achim Ahrens [aut], Christian B Hansen [aut], Mark E Schaffer [aut], Thomas Wiemann [aut, cre]
Maintainer: Thomas Wiemann <wiemann at uchicago.edu>
BugReports: https://github.com/thomaswiemann/ddml/issues
License: GPL (≥ 3)
URL: https://github.com/thomaswiemann/ddml, https://thomaswiemann.com/ddml/
NeedsCompilation: no
Materials: README NEWS
CRAN checks: ddml results

Documentation:

Reference manual: ddml.pdf
Vignettes: Get Started (source)

Downloads:

Package source: ddml_0.3.0.tar.gz
Windows binaries: r-devel: ddml_0.3.0.zip, r-release: ddml_0.3.0.zip, r-oldrel: ddml_0.3.0.zip
macOS binaries: r-release (arm64): ddml_0.3.0.tgz, r-oldrel (arm64): ddml_0.3.0.tgz, r-release (x86_64): ddml_0.3.0.tgz, r-oldrel (x86_64): ddml_0.3.0.tgz
Old sources: ddml archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=ddml 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.
Health stats visible at Monitor.