GenericML
R implementation of Generic Machine Learning Inference, as proposed by Chernozhukov et al. (2020).
Description
GenericML is an R package developed by me, Andreas Alfons (Econometric Institute), Mert Demirer (Microsoft Research), and Victor Chernozhukov (MIT). It is an open-source, GPL3-licensed implementation of Generic Machine Learning Inference on heterogeneous treatment effects in randomized experiments as proposed in Chernozhukov et al. (2020).
Links:
- GitHub: mwelz/GenericML;
- CRAN (Comprehensive R Archive Network): click here.