Package: hdm
Type: Package
Title: High-Dimensional Metrics
Version: 0.2.0
Date: 2016-06-14
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, Formula, methods
Suggests: testthat, knitr, xtable
VignetteBuilder: knitr
RoxygenNote: 5.0.1
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: 107
Repository/R-Forge/DateTimeStamp: 2016-06-17 17:57:22
Date/Publication: 2016-06-17 21:46:27
NeedsCompilation: no
Packaged: 2016-06-17 18:26:07 UTC; rforge
Built: R 3.2.5; ; 2016-06-18 07:34:19 UTC; unix
