Spectrally Deconfounded Models
Overview
Screen for and analyze non-linear sparse direct effects in the presence of unobserved confounding using the spectral deconfounding techniques (Ćevid, Bühlmann, and Meinshausen (2020)<jmlr.org/papers/v21/19-545.html>, Guo, Ćevid, and Bühlmann (2022) doi:10.1214/21-AOS2152). These methods have been shown to be a good estimate for the true direct effect if we observe many covariates, e.g., high-dimensional settings, and we have fairly dense confounding. Even if the assumptions are violated, it seems like there is not much to lose, and the deconfounded models will, in general, estimate a function closer to the true one than classical least squares optimization. 'SDModels' provides functions SDAM() for Spectrally Deconfounded Additive Models (Scheidegger, Guo, and Bühlmann (2025) doi:10.1145/3711116) and SDForest() for Spectrally Deconfounded Random Forests (Ulmer, Scheidegger, and Bühlmann (2025) doi:10.1080/10618600.2025.2569602).
- Switch all the parallelization to futures. See
vignette("Runtime") - Switch all the progress updates to progressr. Progress updates are now also available for parallel processing and are customizable.
- Process are much more RAM efficient now.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
The repository also keeps web-only articles.
- Help pages
- 34
- Examples that run
- 100%29 run in a plain check
- Exported functions with examples
- 89%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 26% with a bibliography file
- Runtime HTML
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Code & Tests
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Package metadata
- First published
- 2025-02-19
- Total releases
- 6 / 1 yrs
- License
- GPL-3 OSI
- Download size
- 680 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("SDModels")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.1080/10618600.2025.2569602, 10.1145/3711116.
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