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nhejazi / txshift

:package: :game_die: R/txshift: Efficient Estimation of the Causal Effects of Stochastic Interventions, with Corrections for Outcome-Dependent Sampling
https://codex.nimahejazi.org/txshift
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Density estimation with HAL #23

Closed nhejazi closed 5 years ago

nhejazi commented 5 years ago

For the time being, it would be quite useful to have a custom implementation of conditional density estimation, limited only to the use of HAL (via hal9001) as a learner for any given bin/grid. The method should use the pooled hazards approach to density estimation rather than sequential regressions along bins.

nhejazi commented 5 years ago

A minimal implementation is available in https://github.com/nhejazi/haldensify.