Man pages for MCKnaus/causalDML
Causal Double Machine Learning

add_interceptAdds an intercept to a matrix
APO_dmlThis function estimates the average potential outcomes for...
APO_dml_atetThis function calculates the average potential outcomes for...
ATE_dmlThis function calculates the average treatment effects (on...
causalDMLThis function estimates the average potential outcomes and...
clanRuns classification analysis (CLAN) for CATEs.
create_methodCreates the methods to be used in 'ensemble'
CV_coreThis function contains the core parts of the CV for Lasso and...
data_screenData screening
design_matrixCreate interactions and polynomials
DML_aipwThis function estimates the average potential outcomes and...
DML_partial_linearDouble Machine Learning estimation of partially lienar model
dr_coreCore function of 'dr_learner'. It executes steps 2 and 4 of...
dr_learnerDR-learner
dr_oosOut-of-sample prediction with DR-learner
ensembleThis function implements an ensemble learner with the...
ensemble_coreCore function of 'ensemble'.
find_Xse_indHelper function finds the position for pre-specified SE rules
fitted_valuesThis helper function extracts a subset of active variables...
forest_grf_fitCalculates Random Forest fit using the 'grf' package
handle_weightsSanitizes potential sample weights
HK_decompositionHeiler & Knaus decomposition of effect heterogeneity under...
kr_cateEstimates non-paramteric CATEs using kernel regression as...
lasso_fitThis function estimates cross-validated lasso regression...
mean_fitCalculates arithmetic mean.
ndr_coreCore function of 'ndr_learner'. It executes steps 2 and 4 of...
ndr_learnerDR- and NDR-learner.
ndr_oosOut-of-sample prediction with DR- and NDR-learner
norm_drlThis is a wrapper of the C++ function that normalizes the...
norm_w_to_nFunction to normalize weights to N or to N in treated and...
nuisance_cfCross-fitting of nuisance parameter with 'ensemble'.
nuisance_dss_eDouble sample splitting predictions of propensity score with...
nuisance_dss_mDouble sample splitting predictions of outcome nuisance with...
nuisance_eCross-fitted ensemble prediction of propensity score nuisance...
nuisance_mCross-fitted ensemble prediction of outcome regression...
ols_fitCalculates OLS fit.
plassoThis function uses the 'glmnet' package to estimate the...
plasso_fitThis function estimates cross-validated Post-Lasso based on...
plot.APO_dml'plot' method for class 'APO_dml'
plot.HK_decomposition'plot' coefficients for class 'HK_decomposition'
plot.kr_cate'plot' method for class 'kr_cate'
plot.plassoPlot of cross-validation curves.
plot.spline_cate'plot' method for class 'spline_cate'
predict.forest_grf_fitPrediction based on Random Forest and provides prediction...
predict.HK_decomposition'predict' method for class 'HK_decomposition'
predict.lasso_fitPrediction based on Lasso Forest and provides prediction...
predict.mean_fitPredicts arithmetic mean and provides prediction weights if...
predict.ols_fitPrediction based on OLS and provides prediction weights if...
predict.plassoPredict after Post-Lasso.
predict.plasso_fitPrediction based on Post-Lasso and provides prediction...
predict.ridge_fitPrediction based on Ridge and provides prediction weights if...
prep_cf_matCreates matrix of binary cross-fitting fold indicators (n x #...
prep_w_matCreates matrix of binary treament indicators (n x T+1) where...
ridge_fitThis function estimates cross-validated ridge regression...
spline_cateEstimates non-paramteric CATEs using spline regression as...
summary.APO_dml'summary' method for class 'APO_dml'
summary.ATE_dml'summary' method for class 'ATE_dml'
summary.DML_partial_linear'summary' method for class 'DML_partial_linear'
summary.HK_decomposition'summary' method for class 'HK_decomposition'
summary.plassoSummary of Post-Lasso model
MCKnaus/causalDML documentation built on Aug. 19, 2023, 5:47 p.m.