podTockom/tstmle: Data-adaptive Targeted Maximum Likelihood Estimation of Causal Effects of Interventions on Single Time Series

This package provides data-adaptive estimation and inference using Targeted Maximum Likelihood Estimation (TMLE) in order to assess the causal effect of interventions on a single time-series. In particular, it implements two target parameters of the conditional distribution, indexed by the fixed-dimensional summary measure of the past up until the time point of interest.

Getting started

Package details

MaintainerIvana Malenica <imalenica@berkeley.edu>
LicenseMIT + file LICENSE
URL https://github.com/podTockom/tstmle
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
podTockom/tstmle documentation built on May 6, 2021, 6:36 a.m.