influence functions

Influence Function Calculus

Influence functions (IFs), also known as influence curves or canonical gradients, are essential for characterizing regular and asymptotic linear estimators. They enable the direct calculation of properties such as asymptotic variance and facilitate the construction of new estimators through straightforward combinations and transformations.

September 2025 · Klaus Kähler Holst
targeted inference

Targeted Inference `targeted`

The `targeted` package implements various methods for targeted learning and semiparametric inference including augmented inverse probability weighted (AIPW) estimators for missing data and causal inference (Bang and Robins (2005) <doi:10.1111/j.1541-0420.2005.00377.x>), variable importance and conditional average treatment effects (CATE) (van der Laan (2006) <doi:10.2202/1557-4679.1008>), estimators for risk differences and relative risks (Richardson et al. (2017) <doi:10.1080/01621459.2016.1192546>), assumption lean inference for generalized linear model parameters (Vansteelandt et al. (2022) <doi:10.1111/rssb.12504>).

September 2025 · Klaus Kähler Holst