Metadata-Version: 2.1
Name: DoubleML
Version: 0.4.0
Summary: Double Machine Learning in Python
Home-page: https://docs.doubleml.org
Author: Bach, P., Chernozhukov, V., Kurz, M. S., and Spindler, M.
Maintainer: Malte S. Kurz
Maintainer-email: malte.simon.kurz@uni-hamburg.de
License: UNKNOWN
Project-URL: Documentation, https://docs.doubleml.org
Project-URL: Source Code, https://github.com/DoubleML/doubleml-for-py
Project-URL: Bug Tracker, https://github.com/DoubleML/doubleml-for-py/issues
Description: # DoubleML - Double Machine Learning in Python <a href="https://docs.doubleml.org"><img src="https://raw.githubusercontent.com/DoubleML/doubleml-for-py/master/doc/logo.png" align="right" width = "120" /></a>
        
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        The Python package **DoubleML** provides an implementation of the double / debiased machine learning framework of
        [Chernozhukov et al. (2018)](https://doi.org/10.1111/ectj.12097).
        It is built on top of [scikit-learn](https://scikit-learn.org) (Pedregosa et al., 2011).
        
        Note that the Python package was developed together with an R twin based on [mlr3](https://mlr3.mlr-org.com/).
        The R package is also available on [GitHub](https://github.com/DoubleML/doubleml-for-r) and 
        [![CRAN Version](https://www.r-pkg.org/badges/version/DoubleML)](https://cran.r-project.org/package=DoubleML).
        
        ## Documentation and maintenance
        
        Documentation and website: [https://docs.doubleml.org/](https://docs.doubleml.org/)
        
        **DoubleML** is currently maintained by
        [@MalteKurz](https://github.com/MalteKurz) and
        [@PhilippBach](https://github.com/PhilippBach).
        
        Bugs can be reported to the issue tracker at
        [https://github.com/DoubleML/doubleml-for-py/issues](https://github.com/DoubleML/doubleml-for-py/issues).
        
        ## Main Features
        
        Double / debiased machine learning [(Chernozhukov et al. (2018))](https://doi.org/10.1111/ectj.12097) for 
        
        - Partially linear regression models (PLR)
        - Partially linear IV regression models (PLIV)
        - Interactive regression models (IRM)
        - Interactive IV regression models (IIVM)
        
        The object-oriented implementation of DoubleML is very flexible.
        The model classes `DoubleMLPLR`, `DoubleMLPLIV`, `DoubleMLIRM` and `DoubleIIVM` implement the estimation of the nuisance
        functions via machine learning methods and the computation of the Neyman orthogonal score function.
        All other functionalities are implemented in the abstract base class `DoubleML`.
        In particular functionalities to estimate double machine learning models and to perform statistical inference via the
        methods `fit`, `bootstrap`, `confint`, `p_adjust` and `tune`.
        This object-oriented implementation allows a high flexibility for the model specification in terms of ...
        
        - ... the machine learners for the nuisance functions,
        - ... the resampling schemes,
        - ... the double machine learning algorithm,
        - ... the Neyman orthogonal score functions,
        - ... 
        
        It further can be readily extended with regards to
        
        - ... new model classes that come with Neyman orthogonal score functions being linear in the target parameter,
        - ... alternative score functions via callables,
        - ... alternative resampling schemes,
        - ... 
        
        ![An overview of the OOP structure of the DoubleML package is given in the graphic available at https://github.com/DoubleML/doubleml-for-py/blob/master/doc/oop.svg](https://raw.githubusercontent.com/DoubleML/doubleml-for-py/master/doc/oop.svg)
        
        ## Installation
        
        **DoubleML** requires
        
        - Python
        - sklearn
        - numpy
        - scipy
        - pandas
        - statsmodels
        - joblib
        
        To install DoubleML with pip use
        
        ```
        pip install -U DoubleML
        ```
        
        DoubleML can be installed from source via
        
        ```
        git clone git@github.com:DoubleML/doubleml-for-py.git
        cd doubleml-for-py
        pip install --editable .
        ```
        
        Detailed [installation instructions](https://docs.doubleml.org/stable/intro/install.html) can be found in the documentation.
        
        ## 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 Python,
        arXiv:[2104.03220](https://arxiv.org/abs/2104.03220).
        
        Bibtex-entry:
        
        ```
        @misc{DoubleML2021,
              title={{DoubleML} -- {A}n Object-Oriented Implementation of Double Machine Learning in {P}ython}, 
              author={Philipp Bach and Victor Chernozhukov and Malte S. Kurz and Martin Spindler},
              year={2021},
              eprint={2104.03220},
              archivePrefix={arXiv},
              primaryClass={stat.ML},
              note={arXiv:\href{https://arxiv.org/abs/2104.03220}{2104.03220} [stat.ML]}
        }
        ```
        
        
        ## References
        
        Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W. and Robins, J. (2018),
        Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21: C1-C68. doi:[10.1111/ectj.12097](https://doi.org/10.1111/ectj.12097).
        
        Pedregosa, F., Varoquaux, G., Gramfort, A., Michel, V., Thirion, B., Grisel, O., Blondel, M., Prettenhofer, P., Weiss, R., Dubourg, V., Vanderplas, J., Passos, A., Cournapeau, D., Brucher, M., Perrot, M. and Duchesnay, E. (2011),
        Scikit-learn: Machine Learning in Python. Journal of Machine Learning Research, 12: 2825--2830, [https://jmlr.csail.mit.edu/papers/v12/pedregosa11a.html](https://jmlr.csail.mit.edu/papers/v12/pedregosa11a.html).
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.6
Description-Content-Type: text/markdown
