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1 change: 1 addition & 0 deletions .Rbuildignore
Original file line number Diff line number Diff line change
Expand Up @@ -5,3 +5,4 @@ news.md
bugs.md
^.*\.Rproj$
^\.Rproj\.user$
^\.github$
108 changes: 108 additions & 0 deletions .github/workflows/build.yml
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@@ -0,0 +1,108 @@
# based on https://github.com/r-lib/actions/tree/master/examples#standard-ci-workflow

name: build

on:
push:
branches:
- master
pull_request:
branches:
- master
schedule:
- cron: "0 9 * * 1"
workflow_dispatch:

jobs:
build:
runs-on: ${{ matrix.config.os }}

name: ${{ matrix.config.os }} (${{ matrix.config.r }})

strategy:
fail-fast: false
matrix:
config:
- {os: windows-latest, r: 'release'}
- {os: macOS-latest, r: 'release'}
- {os: ubuntu-20.04, r: 'release', rspm: "https://packagemanager.rstudio.com/cran/__linux__/focal/latest"}
- {os: ubuntu-20.04, r: 'devel', rspm: "https://packagemanager.rstudio.com/cran/__linux__/focal/latest"}

env:
R_REMOTES_NO_ERRORS_FROM_WARNINGS: true
RSPM: ${{ matrix.config.rspm }}
GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}

steps:
- uses: actions/checkout@v2

- uses: r-lib/actions/setup-r@v1
with:
r-version: ${{ matrix.config.r }}

- uses: r-lib/actions/setup-pandoc@v1

- uses: r-lib/actions/setup-tinytex@master
- run: tlmgr install amscls soul

- name: Query dependencies
run: |
install.packages('remotes')
saveRDS(remotes::dev_package_deps(dependencies = TRUE), ".github/depends.Rds", version = 2)
writeLines(sprintf("R-%i.%i", getRversion()$major, getRversion()$minor), ".github/R-version")
shell: Rscript {0}

- name: Cache R packages
if: runner.os != 'Windows'
uses: actions/cache@v2
with:
path: ${{ env.R_LIBS_USER }}
key: ${{ runner.os }}-${{ hashFiles('.github/R-version') }}-1-${{ hashFiles('.github/depends.Rds') }}
restore-keys: ${{ runner.os }}-${{ hashFiles('.github/R-version') }}-1-

- name: Install system dependencies
if: runner.os == 'Linux'
run: |
while read -r cmd
do
eval sudo $cmd
done < <(Rscript -e 'writeLines(remotes::system_requirements("ubuntu", "20.04"))')

- name: Install dependencies
run: |
remotes::install_deps(dependencies = TRUE)
remotes::install_cran("rcmdcheck")
shell: Rscript {0}

- name: Check
if: runner.os != 'macOS'
env:
_R_CHECK_CRAN_INCOMING_REMOTE_: false
NOT_CRAN: false
run: rcmdcheck::rcmdcheck(args = c("--no-manual", "--as-cran"), error_on = "warning", check_dir = "check")
shell: Rscript {0}

- name: Check
if: runner.os == 'macOS'
env:
_R_CHECK_CRAN_INCOMING_REMOTE_: false
run: rcmdcheck::rcmdcheck(args = c("--no-manual"), error_on = "warning", check_dir = "check")
shell: Rscript {0}

- name: Upload check results
if: failure()
uses: actions/upload-artifact@main
with:
name: ${{ runner.os }}-r${{ matrix.config.r }}-results
path: check

- name: Install covr
if: runner.os == 'macOS'
run: |
remotes::install_cran("covr")
shell: Rscript {0}

- name: Test coverage
if: runner.os == 'macOS'
run: covr::codecov()
shell: Rscript {0}
2 changes: 2 additions & 0 deletions DESCRIPTION
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Expand Up @@ -27,7 +27,9 @@ Imports:
methods
Suggests:
testthat,
covr,
knitr,
formatR,
xtable,
mvtnorm
VignetteBuilder: knitr
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1 change: 1 addition & 0 deletions README.md
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@@ -1,4 +1,5 @@
# hdm: High-Dimensional Metrics
![build](https://github.com/MartinSpindler/hdm/workflows/build/badge.svg) [![CRAN\_Status\_Badge](https://www.r-pkg.org/badges/version/hdm)](https://cran.r-project.org/package=hdm) [![Coverage Status](https://img.shields.io/codecov/c/github/MartinSpindler/hdm/master.svg)](https://codecov.io/github/MartinSpindler/hdm?branch=master)

Implementation of selected high-dimensional statistical and econometric methods for estimation and inference. Efficient estimators and uniformly valid confidence intervals for various low-dimensional causal/ structural parameters are provided which appear in high-dimensional approximately sparse models. Including functions for fitting heteroscedastic robust Lasso regressions with non-Gaussian errors and for instrumental variable (IV) and treatment effect estimation in a high-dimensional setting. Moreover, the methods enable valid post-selection inference and rely on a theoretically grounded, data-driven choice of the penalty.

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2 changes: 1 addition & 1 deletion tests/testthat.R
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@@ -1,3 +1,3 @@
library(testthat)
library(hdm)
#test_check("hdm")
test_check("hdm")