Man pages for MCKnaus/causalDML
Causal Double Machine Learning
| add_intercept | Adds an intercept to a matrix |
| APO_dml | This function estimates the average potential outcomes for... |
| APO_dml_atet | This function calculates the average potential outcomes for... |
| ATE_dml | This function calculates the average treatment effects (on... |
| causalDML | This function estimates the average potential outcomes and... |
| causalDML-package | causalDML: Causal Double Machine Learning |
| clan | Runs classification analysis (CLAN) for CATEs. |
| create_method | Creates the methods to be used in 'ensemble' |
| CV_core | This function contains the core parts of the CV for Lasso and... |
| data_screen | Data screening |
| design_matrix | Create interactions and polynomials |
| DML_aipw | This function estimates the average potential outcomes and... |
| DML_partial_linear | Double Machine Learning estimation of partially linear model |
| dr_core | Core function of 'dr_learner'. It executes steps 2 and 4 of... |
| dr_learner | DR-learner |
| dr_oos | Out-of-sample prediction with DR-learner |
| ensemble | This function implements an ensemble learner with the... |
| ensemble_core | Core function of 'ensemble'. |
| find_Xse_ind | Helper function finds the position for pre-specified SE rules |
| fitted_values | This helper function extracts a subset of active variables... |
| forest_grf_fit | Calculates Random Forest fit using the 'grf' package |
| handle_weights | Sanitizes potential sample weights |
| HK2_decomposition | Implementation of Heiler & Knaus (2025) decomposition. |
| HK2_result_collector | Tailored collection of parameters produced by... |
| HK_decomposition | Heiler & Knaus decomposition of effect heterogeneity under... |
| kr_cate | Estimates non-paramteric CATEs using kernel regression as... |
| lasso_fit | This function estimates cross-validated lasso regression... |
| mean_fit | Calculates arithmetic mean. |
| ndr_core | Core function of 'ndr_learner'. It executes steps 2 and 4 of... |
| ndr_learner | DR- and NDR-learner. |
| ndr_oos | Out-of-sample prediction with DR- and NDR-learner |
| norm_drl | This is a wrapper of the C++ function that normalizes the... |
| norm_w_to_n | Function to normalize weights to N or to N in treated and... |
| nuisance_cf | Cross-fitting of nuisance parameter with 'ensemble'. |
| nuisance_dss_e | Double sample splitting predictions of propensity score with... |
| nuisance_dss_m | Double sample splitting predictions of outcome nuisance with... |
| nuisance_e | Cross-fitted ensemble prediction of propensity score nuisance... |
| nuisance_m | Cross-fitted ensemble prediction of outcome regression... |
| ols_fit | Calculates OLS fit. |
| plasso | This function uses the 'glmnet' package to estimate the... |
| plasso_fit | This function estimates cross-validated Post-Lasso based on... |
| plot.APO_dml | 'plot' method for class 'APO_dml' |
| plot.HK2_decomposition | 'plot' method for class 'HK2_decomposition' |
| plot.HK_decomposition | 'plot' coefficients for class 'HK_decomposition' |
| plot.kr_cate | 'plot' method for class 'kr_cate' |
| plot.plasso | Plot of cross-validation curves. |
| plot.spline_cate | 'plot' method for class 'spline_cate' |
| predict.forest_grf_fit | Prediction based on Random Forest and provides prediction... |
| predict.HK_decomposition | 'predict' method for class 'HK_decomposition' |
| predict.lasso_fit | Prediction based on Lasso Forest and provides prediction... |
| predict.mean_fit | Predicts arithmetic mean and provides prediction weights if... |
| predict.ols_fit | Prediction based on OLS and provides prediction weights if... |
| predict.plasso | Predict after Post-Lasso. |
| predict.plasso_fit | Prediction based on Post-Lasso and provides prediction... |
| predict.ridge_fit | Prediction based on Ridge and provides prediction weights if... |
| prep_cf_mat | Creates matrix of binary cross-fitting fold indicators (n x #... |
| prep_w_mat | Creates matrix of binary treament indicators (n x T+1) where... |
| print.HK2_decomposition | 'print' method for class 'HK2_decomposition' summarizing the... |
| ridge_fit | This function estimates cross-validated ridge regression... |
| spline_cate | Estimates 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.HK2_decomposition | 'summary' method for class 'HK2_decomposition' |
| summary.HK_decomposition | 'summary' method for class 'HK_decomposition' |
| summary.plasso | Summary of Post-Lasso model |
