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crossfit

A Graph-Based Cross-Fitting Engine in R

v0.1.3 · Mar 4, 2026 · GPL-3

Description

Provides a general cross-fitting engine for semiparametric estimation (e.g., double/debiased machine learning). Supports user-defined target functionals and directed acyclic graphs of nuisance learners with per-node training fold widths, target-specific evaluation windows, and fold-allocation modes ("overlap", "disjoint", "independence"). Returns either numeric estimates (mode = "estimate") or cross-fitted prediction functions (mode = "predict"), with configurable aggregation over panels and repetitions, reuse-aware caching, and failure isolation, making it well-suited for simulation studies and large benchmarks.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Version History

new 0.1.3 Mar 10, 2026
updated 0.1.3 ← 0.1.1 diff Mar 3, 2026
new 0.1.1 Feb 18, 2026