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ddml

Double/Debiased Machine Learning

v0.3.1 · Dec 11, 2025 · GPL (>= 3)

Description

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:10.1002/jae.3103>, which leverages multiple base learners to increase robustness to the underlying data generating process.

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CRAN Check Status

14 OK
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Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies AER MASS Matrix nnls quadprog glmnet ranger xgboost ddml

Version History

new 0.3.1 Mar 10, 2026
updated 0.3.1 ← 0.3.0 diff Dec 11, 2025
updated 0.3.0 ← 0.2.2 diff Oct 1, 2024
updated 0.2.2 ← 0.2.1 diff Jun 26, 2024
updated 0.2.1 ← 0.2.0 diff May 25, 2024
updated 0.2.0 ← 0.1.0 diff Jan 8, 2024
new 0.1.0 Aug 28, 2023