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crossfit: Cross-Fitting Engine for Double/Debiased Machine Learning

Provides a general cross-fitting engine for double / debiased machine learning and other meta-learners. The core functions implement flexible graphs of nuisance models with per-node training fold widths, target-specific evaluation windows, and several fold allocation schemes ("independence", "overlap", "disjoint"). The engine supports both numeric estimators (mode = "estimate") and cross-fitted prediction functions (mode = "predict"), with configurable aggregation over panels and repetitions.

Version: 0.1.1
Depends: R (≥ 4.1.0)
Imports: stats, utils
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0)
Published: 2026-02-19
DOI: 10.32614/CRAN.package.crossfit
Author: Etienne Peyrot ORCID iD [aut, cre]
Maintainer: Etienne Peyrot <etienne.peyrot at inserm.fr>
BugReports: https://github.com/EtiennePeyrot/crossfit-R/issues
License: GPL-3
URL: https://github.com/EtiennePeyrot/crossfit-R
NeedsCompilation: no
Materials: README, NEWS
CRAN checks: crossfit results

Documentation:

Reference manual: crossfit.html , crossfit.pdf
Vignettes: Introduction to crossfit (source, R code)

Downloads:

Package source: crossfit_0.1.1.tar.gz
Windows binaries: r-devel: crossfit_0.1.1.zip, r-release: crossfit_0.1.1.zip, r-oldrel: crossfit_0.1.1.zip
macOS binaries: r-release (arm64): crossfit_0.1.1.tgz, r-oldrel (arm64): crossfit_0.1.1.tgz, r-release (x86_64): crossfit_0.1.1.tgz, r-oldrel (x86_64): crossfit_0.1.1.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.