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crossfit  

A Graph-Based Cross-Fitting Engine in R
View on CRAN: Click here


Download and install crossfit package within the R console
Install from CRAN:
install.packages("crossfit")

Install from Github:
library("remotes")
install_github("cran/crossfit")

Install by package version:
library("remotes")
install_version("crossfit", "0.1.4")



Attach the package and use:
library("crossfit")
Maintained by
Etienne Peyrot
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-02-19
Latest Update: 2026-02-19
Description:
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.
How to cite:
Etienne Peyrot (2026). crossfit: A Graph-Based Cross-Fitting Engine in R. R package version 0.1.4, https://cran.r-project.org/web/packages/crossfit. Accessed 06 Oct. 2026.
Previous versions and publish date:
(2026-08-27 15:10), 0.1.1 (2026-02-19 21:00), 0.1.3 (2026-03-04 21:00)
Other packages that cited crossfit R package
View crossfit citation profile
Other R packages that crossfit depends, imports, suggests or enhances
Complete documentation for crossfit
Functions, R codes and Examples using the crossfit R package
Full crossfit package functions and examples
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