R Observatory: Metrics for hdm version 0.3.2

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

hdm

0.3.2

High-Dimensional Metrics

6packages depend

23.7Kdownloads / year

0.0%test coverage

11/13checks pass

Overview

About

Maintained by Martin SpindlerFirst published 2016-02-025 releasesCRAN page ↗

Implementation of selected high-dimensional statistical and econometric methods for estimation and inference. Efficient estimators and uniformly valid confidence intervals for various low-dimensional causal/ structural parameters are provided which appear in high-dimensional approximately sparse models. Including functions for fitting heteroscedastic robust Lasso regressions with non-Gaussian errors and for instrumental variable (IV) and treatment effect estimation in a high-dimensional setting. Moreover, the methods enable valid post-selection inference and rely on a theoretically grounded, data-driven choice of the penalty. Chernozhukov, Hansen, Spindler (2016) arXiv:1603.01700.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("hdm", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-hdm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-hdm

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-hdm

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 9.6 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.10

0.0%

Coverage · measured lines

100%

Documentation · exports

6

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 302 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 67%
Documented parameters: 79%
Return-value docs: 92%
References docs: 47%

Downloads

23.7K

CRAN downloads in the past year

Rank #3,083 · ~65/day · ~2K/mo

Releases R versions

Daily download trend is not available in this view yet.

1.1K30 days

4.1K90 days

23.7K1 year

Compare downloads with other packages →

Also on149 r2u17 autocran1.3K conda_forge76 c2d4u

Dependencies

Declared dependencies

11 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.0

Imports (6)

MASSglmnet ggplot2 checkmate Formulamethods

LinkingTo (0)

none

Suggests (7)

testthat knitr rmarkdown formatR xtable mvtnorm markdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

6direct

0indirect

tsapp ablasso causalweight hdcate DirectEffects contagionchannels

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Martin Spindler

Maintainer, Author

Authors (3)

Martin Spindler

Maintainer, Author

Victor Chernozhukov

Author

Christian Hansen

Author

Contributors (1)

Philipp Bach

Contributor · added in 0.3.1

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.3.2Latest
2024-02-14 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
0.3.1
2019-01-18 · diff ↗
R
R 3.5.0 released · 2018-04-23
0.2.3
2018-01-23 · diff ↗
R
R 3.4.0 released · 2017-04-21
0.2.0
2016-06-17 · diff ↗
R
R 3.3.0 released · 2016-05-03
0.1.0
2016-02-02

Show 1 earlier events

R
R 3.2.0 released · 2015-04-16

Package metadata

First published: 2016-02-02
Total releases: 5 / 10 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.0.0
Bundled data: 1.3 MB / 7 files
Download size: 1.5 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Causal Inference Econometrics Machine Learning & Statistical Learning

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("hdm")

Format

Spindler, M., Bach, P., Chernozhukov, V., & Hansen, C. (2024). hdm: High-Dimensional Metrics (Version 0.3.2) [Computer software]. https://doi.org/10.32614/CRAN.package.hdm

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for hdm version 0.3.2 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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