Changelog

Source: NEWS.md

ddml 0.9.0

• Adds ddml_attgt() for staggered DiD and ddml_apo() for average potential outcomes.
• Adds ddml_policy() for multi-action policy value estimation.
• Adds ddml() constructor for custom DML estimators with user-supplied scores.
• Adds lincom() for inference on linear combinations. Supports computation of dynamic average treatment effects via lincom_weights_did().
• Influence-function-based inference via the ral class; all estimators now inherit from ral.
• Adds ddml_rep() and ddml_replicate() for repeated cross-fitting with median, mean, or spectral-norm aggregation.
• Adds diagnostics() for MSPE, R-squared, stacking weights, and CVC tests.
• Adds fitted/splits pass-through to all ddml_*() estimators.
• New S3 methods: plot(), as.list(), hatvalues(), nobs(), multi-ensemble tidy()/glance().
• Adds uniform confidence bands via multiplier bootstrap (confint(uniform = TRUE)).
• Adds HC0/HC3 variance estimators, parallel computation, stratified cross-fitting, cluster-aware splitting, and input validation.
• Adds broom compatibility.
• Fixes ddml_fpliv() with custom weights.
• Breaking changes:
  • Inference internals use $inf_func instead of $scores/$J/$psi_a/$psi_b.
  • Utility functions (crosspred, crossval, ensemble, ensemble_weights, shortstacking) no longer accept Z/newZ. Pre-concatenate instruments with covariates (e.g., cbind(X, Z)).
  • crosspred() and shortstacking() drop compute_insample_predictions and insample_fitted output.
  • ddml_fpliv() drops the enforce_LIE argument.
  • shortstacking() drops shortstack_y.
  • ddml_*() estimators drop subsamples, cv_subsamples, subsamples_byD, cv_subsamples_byD. Use the new splits parameter instead.

ddml 0.3.0

CRAN release: 2024-10-02

• Implements one-way clustered inference.
• Increases defaults for sample_folds and cv_folds to 10.
• Fixes typo in auxiliary_X arguments.

ddml 0.2.2

CRAN release: 2024-06-26

• Changes ddml::ols() default to const=TRUE.
• Adds probability forest compatibility to ddml::mdl_ranger().
• Adds propensity score trimming option to ddml::ddml_ate(), ddml::ddml_att(), and ddml::ddml_late().
• Fixes ATE and LATE scores.
• Fixes output of ddml::print.summary.ddml_plm and ddml::print.summary.ddml_ate (#57).

ddml 0.2.1

CRAN release: 2024-05-26

• Fixes permuted residuals returned by ddml::crossval (#54).

ddml 0.2.0

CRAN release: 2024-01-09

• Adds support for the average treatment effect on the treated estimator.
• Adds support for local average treatment effect estimation with perfect compliance or perfect non-compliance.
• Adds support for custom ensemble weights.
• Adds article on integration with the did package.
• Adds ddml::mdl_glm wrapper for stats::glm().

ddml 0.1.0

CRAN release: 2023-08-29

• Initial CRAN submission.