Highly Adaptive Lasso Conditional Density Estimation
Overview
An algorithm for flexible conditional density estimation based on application of pooled hazard regression to an artificial repeated measures dataset constructed by discretizing the support of the outcome variable. To facilitate flexible estimation of the conditional density, the highly adaptive lasso, a non-parametric regression function shown to estimate cadlag (RCLL) functions at a suitably fast convergence rate, is used. The use of pooled hazards regression for conditional density estimation as implemented here was first described for by Díaz and van der Laan (2011) doi:10.2202/1557-4679.1356. Building on the conditional density estimation utilities, non-parametric inverse probability weighted (IPW) estimators of the causal effects of additive modified treatment policies are implemented, using conditional density estimation to estimate the generalized propensity score. Non-parametric IPW estimators based on this can be coupled with undersmoothing of the generalized propensity score estimator to attain the semi-parametric efficiency bound (per Hejazi, Díaz, and van der Laan doi:10.48550/arXiv.2205.05777).
As of September 2025:
- Fix a documentation error in
format_long_hazardsper a CRAN warning that package references should "use package anchors, i.e., use\link[PKG]{FOO}" (see <https://github.com/nhejazi/haldensify/issues/44>). - Export the
predictmethod ofhaldensifyobjects rather than registering it solely as an S3 method for the generic, allowing other packages to easily reference and export (see <https://github.com/nhejazi/haldensify/issues/45>). See <https://github.com/r-lib/roxygen2/issues/1322> for a suggestion to export the methodpredict.xymanually via a Roxygen2 export tag.
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-04
- WARNING12 OK, 1 WARNING2026-07-03
- OK14 OK2026-03-10
Documentation
- Help pages
- 16 (5 internal)
- Examples that run
- 100%8 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 79%
- Return-value docs
- 75%
- Help pages citing references
- 0% with a bibliography file
Downloads
Repository
- PRs merged (all time)
- 90%
- Median days to close, 50 most recently updated closed issues
- 94
- Median days to close, 50 most recently updated closed PRs
- 0
11 development-tooling and community-health practices detected across 7 families in the upstream repository
Checks run against github.com/nhejazi/haldensify on 2026-10-18.
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GitHub Pages site last deployed 2026-05-12
pkgdown site last built 2025-09-06
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Dependencies
Installing haldensify adds 47 packages (22 with compiled code, 43 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.
CRAN will archive these unless their check problems are fixed by the date shown. This package needs each one to install.
- hal9001fix by Oct 29
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.2.8Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.2.32022-02-09 · diff ↗
- unarchivedReturned to CRAN2022-01-28
- 0.2.22022-01-28 · diff ↗
- archivedRemoved from CRAN2021-11-03requires archived package 'hal9001',
- 0.2.1
- RR 4.1.0 released · 2021-05-18
- 0.0.6
- RR 4.0.0 released · 2020-04-24
- 0.0.52020-03-14
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-03-14
- Total releases
- 6 / 6 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.2.0
- Download size
- 179 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("haldensify")The package provides a citation file that builds its entry when R runs it. Run citation() to see it.
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