• R
  • causalTransportR: a package for bridging causal effects to new or general populations
  • ivDiag: Diagnostics and Uncertainty Quantification for Instrumental Variables Designs
  • renyiWeights: Balancing methods using Renyi Divergences
  • CVXSynth: Synthetic Control Solvers in CVXR
  • aipwML: ML estimators for treatment effects under unconfoundedness
  • sp2DID: Semiparametric 2-period difference in differences estimators
  • LalRUtils: Utilities Package
  • Applied statistics
  • Misc Snippets and Notebooks
• Python
  • Webscrapers (and associated datasets)
  • Geographic Data
  • Text / Parsing
  • Maths
  • snippets
• Stata
  • Utilities Package
• Misc
• Workflow

Intermittently updated list of software projects. Largely collates projects from my github.

R

causalTransportR: a package for bridging causal effects to new or general populations

causalTransportR implements a number of estimators to generalize and transport causal effects by reweighting doubly-robust score functions with transformations of selection scores. All nuisance functions are cross-fit using fast supervised learning algorithms.

Reference: Lal, Zheng, Ejdemyr (2022)

• Documentation and Examples
• Github repository

remotes::install_github("Netflix-Skunkworks/causalTransportR")

ivDiag: Diagnostics and Uncertainty Quantification for Instrumental Variables Designs

Package to implement recommended diagnostics, weak-IV tests, and bootstrap in Lal, Lockhart, Xu, and Zu

• Documentation and Examples
• Github repository

remotes::install_github("apoorvalal/ivDiag")

renyiWeights: Balancing methods using Renyi Divergences

• Repository
• Site

remotes::install_github("apoorvalal/renyiWeights")

CVXSynth: Synthetic Control Solvers in CVXR

Implementations of the original synthetic control (Abadie, Diamond, Hainmueller 2010, 2015) and elastic net synthetic control (Doudchenko and Imbens 2016).

• Repository
• Vignette
• Notes

remotes::install_github("apoorvalal/CVXSynth")

Solver

Uses the domain-specific language CVXR with the commercial solver MOSEK to solve for weights. MOSEK is free for academics and can be installed using installation instructions on their website. Else, an alternate solver can be passed as the solv argument for both sc_solve and en_sc_solve functions.

aipwML: ML estimators for treatment effects under unconfoundedness

• Repository
• Vignette

remotes::install_github("apoorvalal/aipwML")

• tuning-free implementation with h2o here

sp2DID: Semiparametric 2-period difference in differences estimators

• Repository

devtools::install_github("apoorvalal/sp2DID")

LalRUtils: Utilities Package

• Github Repository
• Documentation

remotes::install_github("apoorvalal/LalRUtils")

Applied statistics

• Entropy Balancing using Disciplined Convex Optimization
• DML and Ebal with knockoff selection
• Utility library to prepare tables using r6 doubleML objects
• Oaxaca-Blinder estimators for the ATT
• CATE estimation
• Stargazer fork with sensible defaults
• Topic Models in R with applications to the Hansard

Misc Snippets and Notebooks

• Optimized RD (Imbens and Wager 2018)
• Export RDRobust results in a table
• Split-sample debiased Probit with fixed effects
• List all libraries used in project
• Partial Dependence Plots
• Replicating Sala-i-Martin (1997) in less than 100 lines
• Tuning a model using cross-validation in CARET
• Visualising the spread of COVID-19
  • Runnable code (deepnote)
    • Cross-Country - JHU and OWID
    • US Counties - NYT
  • Archive
    • US States - covidtracking project
    • Google Mobility data in the US and elsewhere
• purrr-powered grouped plots - gapminder example
• download DOI from dataverse

Python

Webscrapers (and associated datasets)

• ca-local-crime-stats
• Individual level dataset of Nepali civil war victims

Geographic Data

• geodata conda env
• Animated Maps
  • repo
• Large vector dataset processing
• Rasterise polygons
• Zonal statistics (raster to polygon calculations)
• Choropleths with custom colourmaps (US presidential voting)
• Measures of Spatial Autocorrelation in PYSAL
• Raster Processing
• Labelling Maps

Text / Parsing

• PDF to plaintext + Ngram-style figures using newspaper data
• Layoutparser for historical tables
• Translating using google translate API

Maths

• Sympy teaching notes
• Optimal Transport Domain Adaptation

snippets

• pandas operations
• sqlite - pandas operations
• MHE basics

Stata

Utilities Package

Github Repository

To install, run the following line in the Stata console:

net install lal_utilities, from(https://raw.github.com/apoorvalal/misc_stata_ados/master/)

Or, if you prefer, download ados and move to your personal ado folder / c(sysdir_personal) (where ssc-installed ados live).

• walk through many stata files to create codebook
• parallelise multiple stata sessions with a python caller

Misc

• Devnagari characters in latex
  • requires xelatex and polyglossia
• Figlet for code readability

Workflow

I alternate between VSCode, Atom, Sublime, and Jupyter (on my local machine) and Vim (on a remote/headless server) for my programming/word-processing/writing needs. Check out Kieran Healy’s excellent guide to plain text.

I currently use a Framework Laptop running Ubuntu 22.04 as my primary work machine. Some templates for notebooks / tex files / markdown notes can be found here (and can be stored in ~/Templates on Ubuntu for ease of use):

• templates for papers, slides, and notebooks