Software

Open-source R, Python, and Julia packages for causal inference, econometrics, and statistical computing.

Open-source packages I maintain across R, Python, and Julia, grouped by research topic. Many are companion implementations across languages — the R version is usually the reference; the Julia/Python ports add performance, GPU support, or interoperability.

Difference-in-Differences & Event Studies

Package	Lang	Focus	Links
lwdidR	R	Panel DiD via Lee–Wooldridge unit-specific transformations: small-N and large-N (RA/IPW/IPWRA) rolling estimators with WATT(r) event studies and wild-cluster-bootstrap sup-t bands; validated against the Stata lwdid command.	GitHub · Docs
didimpute	R	Borusyak–Jaravel–Spiess (2024) imputation estimator for staggered DiD: imputes untreated potential outcomes via fixed effects, then aggregates into event-study effects with pre-trend tests, controls, and cluster-robust standard errors. Faithful R port of the did_imputation Python package, validated to ~1e-6 against a golden grid.	GitHub · Docs
didint	R	Doubly robust DiD with spatial interference and Conley-style inference.	GitHub · Docs
tvhte	R	Time-varying heterogeneous treatment effects in event studies with empirical-Bayes posterior trajectories.	GitHub · Docs
DidInterference.jl	Julia	Julia port of didint for DR DiD under spatial interference.	GitHub · Docs
TVHTE.jl	Julia	Julia port of tvhte for dynamic HTE in event studies.	GitHub · Docs

Synthetic Control & Counterfactuals

Package	Lang	Focus	Links
TASC.jl	Julia	Time-Aware Synthetic Control with low-rank state-space models, Kalman filtering, EM, and confidence bands.	GitHub · Docs
MSC.jl	Julia	Multivariate synthetic control for high-dimensional panels with diagnostics, placebos, and plotting.	GitHub · Docs
SynthDiD.jl	Julia	Synthetic difference-in-differences, synthetic control, and DiD estimators.	GitHub · Docs

Distributional Methods (Engression family)

Package	Lang	Focus	Links
endid	R	Distributional DiD with engression for ATT, QTE, and counterfactual distributions.	GitHub · Docs
dma	R	Distributional mediation analysis with energy regression and Riesz-representer weighting.	GitHub · Docs
divR	R	Distributional IV regression for interventional distributions under unmeasured confounding.	GitHub · Docs
Rfrengression	R	Causal data simulation with deep generative models and interventional sampling.	GitHub · Docs
torch-engression	Python	GPU-accelerated distributional regression with energy scores in PyTorch.	GitHub · Docs
torch-endid	Python	GPU-accelerated distributional DiD built on torch-engression.	GitHub · Docs
Engression.jl	Julia	Distributional regression via energy scores for conditional-distribution estimation.	GitHub
Endid.jl	Julia	Distributional DiD with engression for treatment-effect distributions.	GitHub · Docs

Causal Estimation Frameworks

Package	Lang	Focus	Links
RCausalModel	R	Causal estimators for experiments, observational studies, and network interference.	GitHub · Docs
CausalEstimate.jl	Julia	Unified front end for typed causal estimands with TMLE, AIPW, cross-fitting, and graph adjustment.	GitHub · Docs
Crumble.jl	Julia	Causal mediation with cross-fitted nuisance estimation and optimal-transport instruments.	GitHub · Docs
CausalGraphs.jl	Julia	Graph-based causal identification for ADMGs, missingness DAGs, and common adjustment strategies.	GitHub · Docs
HCM.jl	Julia	Hierarchical causal models (Weinstein & Blei 2024) estimated with Turing; a general collapse-to-ADMG identification engine on top of CausalGraphs.jl, plus confounder, interference, nested, and instrument motifs with hard and soft interventions.	GitHub · Docs
drlate	R	Doubly robust LATE / LATT with a binary instrument (IPWRA, AIPW, IPW, RA) following Słoczyński, Uysal, and Wooldridge (2022).	GitHub · Docs
DRLate.jl	Julia	Julia port of drlate; doubly robust LATE / LATT validated to the Stata reference and to the R version to ~1e-12.	GitHub · Docs

Network & Dyadic Regression

Package	Lang	Focus	Links
Rnetrics	R	Port of Bryan Graham’s dyadic regression tools with bias-corrected dyadic-robust standard errors.	GitHub
dyadfast	R	Fast dyadic-robust variance estimation using a single scatter-add pass.	GitHub
netrics-fast	Python	Memory-efficient dyadic regression with chunked Hájek-projection variance estimation.	GitHub

Other Econometric Tools

Package	Lang	Focus	Links
Panelest.jl	Julia	High-performance panel estimation with absorbed fixed effects and event-study tools.	GitHub · Docs
RDRobust.jl	Julia	Regression-discontinuity point estimation, robust bias-corrected intervals, bandwidths, and RD plots.	GitHub
ShiftShareIV.jl	Julia	Shift-share IV tools including Bartik instruments, Rotemberg weights, and shock-level aggregation.	GitHub · Docs
Lavaan.jl	Julia	Julia port of lavaan for CFA, SEM, latent-growth, generalized SEM, and multilevel models.	GitHub · Docs