nhejazi / haldensify

:package: R/haldensify: Highly Adaptive Lasso Conditional Density Estimation
https://codex.nimahejazi.org/haldensify
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IPW for shift interventions #30

Closed nhejazi closed 3 years ago

nhejazi commented 3 years ago

Adds support for constructing IPW estimators of the effects of stochastic shift interventions based on undersmoothing of the HAL conditional density estimator. This efficient IPW estimator is an alternative to the doubly robust estimators implemented in the txshift package.