Package: hdm
Type: Package
Title: High-Dimensional Metrics
Version: 0.3.1
Date: 2018-12-19
Authors@R: c(person("Martin", "Spindler", email="martin.spindler@gmx.de", role=c("cre", "aut")), person("Victor", "Chernozhukov", role="aut"), person("Christian", "Hansen", role="aut"),  person("Philipp", "Bach", email = "philipp.bach@uni-hamburg.de", role="ctb"))
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. Chernozhukov, Hansen,
        Spindler (2016) <arXiv:1603.01700>.
License: MIT + file LICENSE
LazyData: TRUE
Imports: MASS, glmnet, ggplot2, checkmate, Formula, methods
Suggests: testthat, knitr, xtable, mvtnorm
VignetteBuilder: knitr
RoxygenNote: 7.1.1
Repository: https://martinspindler.r-universe.dev
Date/Publication: 2021-01-22 15:29:14 UTC
RemoteUrl: https://github.com/martinspindler/hdm
RemoteRef: HEAD
RemoteSha: 51557106c20501459b3520810a2897eaccc4c33c
NeedsCompilation: no
Packaged: 2026-07-04 23:48:40 UTC; root
Author: Martin Spindler [cre, aut],
  Victor Chernozhukov [aut],
  Christian Hansen [aut],
  Philipp Bach [ctb]
Maintainer: Martin Spindler <martin.spindler@gmx.de>