haldensify
0.2.8Highly Adaptive Lasso Conditional Density Estimation
Overview
An algorithm for flexible conditional density estimation based on application of pooled hazard regression to an artificial repeated measures dataset constructed by discretizing the support of the outcome variable. To facilitate flexible estimation of the conditional density, the highly adaptive lasso, a non-parametric regression function shown to estimate cadlag (RCLL) functions at a suitably fast convergence rate, is used. The use of pooled hazards regression for conditional density estimation as implemented here was first described for by Díaz and van der Laan (2011) doi:10.2202/1557-4679.1356. Building on the conditional density estimation utilities, non-parametric inverse probability weighted (IPW) estimators of the causal effects of additive modified treatment policies are implemented, using conditional density estimation to estimate the generalized propensity score. Non-parametric IPW estimators based on this can be coupled with undersmoothing of the generalized propensity score estimator to attain the semi-parametric efficiency bound (per Hejazi, Díaz, and van der Laan doi:10.48550/arXiv.2205.05777).
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- OK2026-07-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-07-0312 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 79%
- Return-value docs
- 75%
- References docs
- 0%
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Code & Tests
People & History
6 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 0.2.8Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- 0.2.32022-02-09 · diff ↗
- 0.2.22022-01-28 · diff ↗
- unarchivedReturned to CRAN2022-01-28
- archivedRemoved from CRAN2021-11-03requires archived package 'hal9001',
- 0.2.12021-10-08 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 0.0.62020-09-16 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 0.0.52020-03-14
- RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2020-03-14
- Total releases
- 6 / 6 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.2.0
- Download size
- 179 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet