Package: hdm
Type: Package
Title: High-Dimensional Metrics
Version: 0.1.0
Date: 2016-01-31
Authors@R: c(person("Martin", "Spindler", email="spindler@mea.mpisoc.mpg.de", role=c("cre", "aut")), person("Victor", "Chernozhukov", role="aut"), person("Christian", "Hansen", role="aut"))
Depends: R (>= 3.0.0)
Description: 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.
License: GPL-3
LazyData: TRUE
Imports: MASS, glmnet, ggplot2, checkmate
Suggests: testthat, knitr, xtable
VignetteBuilder: knitr
Author: Martin Spindler [cre, aut],
  Victor Chernozhukov [aut],
  Christian Hansen [aut]
Maintainer: Martin Spindler <spindler@mea.mpisoc.mpg.de>
Repository: CRAN
Repository/R-Forge/Project: hdm
Repository/R-Forge/Revision: 76
Repository/R-Forge/DateTimeStamp: 2016-02-01 21:18:10
Date/Publication: 2016-02-02 11:52:02
NeedsCompilation: no
Packaged: 2016-02-01 21:30:47 UTC; rforge
