Rust API¶
The Rust crate dml-core is documented on
docs.rs/dml-core.
Main entry points:
| Item | Purpose |
|---|---|
DmlData |
Outcome, treatment(s), covariates, optional instrument, time indicator and clusters |
Plr, Lplr, Plpr, Irm, Pliv, Iivm, Did, DidCs, Ssm |
Models (builders with n_folds, n_rep, seed, fit, fit_with_folds) |
Apo, Apos, Pq, Lpq, Cvar, Qte |
Average potential outcomes and quantile models |
RdFlex, rd |
Regression discontinuity with covariate adjustment, and the rdrobust back end |
StaggeredDid |
Staggered difference-in-differences |
datasets |
Simulated data sets (DoubleML's data generating processes) |
DmlFit |
Results: estimates, inference, bootstrap, sensitivity analysis, learner losses |
Regressor, Classifier |
Learner traits, implemented by the built-in learners |
LinearScoreModel |
Trait for adding a new orthogonal score |
The crate builds with Rust 1.80 or newer. Parallel cross-fitting is enabled by the default
parallel feature (rayon).