DDL: Doubly Debiased Lasso (DDL)

Statistical inference for the regression coefficients in high-dimensional linear models with hidden confounders. The Doubly Debiased Lasso method was proposed in <doi:10.48550/arXiv.2004.03758>.

Version: 1.0.2
Imports: stats, glmnet, Matrix
Published: 2023-04-09
DOI: 10.32614/CRAN.package.DDL
Author: Domagoj Ćevid [aut], Chengzhu Huang [aut], Zijian Guo [aut, cre], Peter Bühlmann [aut]
Maintainer: Zijian Guo <zijguo at stat.rutgers.edu>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README
CRAN checks: DDL results

Documentation:

Reference manual: DDL.pdf

Downloads:

Package source: DDL_1.0.2.tar.gz
Windows binaries: r-devel: DDL_1.0.2.zip, r-release: DDL_1.0.2.zip, r-oldrel: DDL_1.0.2.zip
macOS binaries: r-release (arm64): DDL_1.0.2.tgz, r-oldrel (arm64): DDL_1.0.2.tgz, r-release (x86_64): DDL_1.0.2.tgz, r-oldrel (x86_64): DDL_1.0.2.tgz
Old sources: DDL archive

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