crossfit

A Graph-Based Cross-Fitting Engine in R

Provides a general cross-fitting engine for semiparametric estimation (e.g., double/debiased machine learning). Supports user-defined target functionals and directed acyclic graphs of nuisance learners with per-node training fold widths, target-specific evaluation windows, and fold-allocation modes ("overlap", "disjoint", "independence"). Returns either numeric estimates (mode = "estimate") or cross-fitted prediction functions (mode = "predict"), with configurable aggregation over panels and repetitions, reuse-aware caching, and failure isolation, making it well-suited for simulation studies and large benchmarks.

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