DoubleML - Double Machine Learning in R

The R package DoubleML provides an implementation of the double / debiased machine learning framework of Chernozhukov et al. (2018). It is built on top of mlr3 and the mlr3 ecosystem (Lang et al., 2019).

Note that the R package was developed together with a python twin based on scikit-learn. The python package is also available on GitHub and PyPI version.

Documentation and maintenance

• User guide: https://docs.doubleml.org

• Documentation of functions in R: https://docs.doubleml.org/r/stable/reference/index.html

• Accompanying package vignette available via arXiv:2103.09603

DoubleML is currently maintained by @MalteKurz and @PhilippBach.

Citation

If you use the DoubleML package a citation is highly appreciated:

Bach, P., Chernozhukov, V., Kurz, M. S., and Spindler, M. (2021), DoubleML - An Object-Oriented Implementation of Double Machine Learning in R, arXiv:2103.09603.