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pith:2026:OE3BD6IUOFUDME4D6X4GF7Y3XI
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crossfit: A Graph-Based Cross-Fitting Engine in R

Etienne Peyrot, Fran\c{c}ois Petit

The crossfit R package provides a general-purpose cross-fitting engine using user-specified DAGs of nuisance models with custom fold allocations.

arxiv:2605.15856 v1 · 2026-05-15 · stat.CO

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Claims

C1strongest claim

crossfit is an R package that provides a general-purpose, estimator-agnostic cross-fitting engine. Users specify (i) a target functional and (ii) a directed acyclic graph (DAG) of nuisance models, with node-specific training fold widths and target-specific evaluation windows.

C2weakest assumption

The package's internal scheduler and caching logic correctly execute the user-specified DAG and fold-allocation rules without introducing unintended data leakage or dependence between nuisance branches, as stated in the description of disjoint and independence-enforcing modes.

C3one line summary

crossfit is an R package that supplies a general-purpose cross-fitting engine driven by user-specified DAGs of nuisance models with configurable fold allocations and reproducibility features.

References

15 extracted · 15 resolved · 1 Pith anchors

[1] doi: 10.1214/aos/ 1176342360 1982 · doi:10.1214/aos/
[2] On Asymptotically Efficient Estimation in Semiparametric Models 1986 · doi:10.1214/aos/1176350055
[3] Cross-Validated Targeted Minimum- Loss-Based Estimation 2011
[4] arXiv preprint arXiv:1801.09138 , year= 2018 · arXiv:1801.09138
[5] Double/debiased machine learning for treatment and structural parameters.The Econometrics Journal, 21(1):C1–C68 2018 · doi:10.1111/ectj.12097

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Receipt and verification
First computed 2026-05-20T00:01:22.187183Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

713611f9147168361383f5f862ff1bba279c7635b34a4e8e0a0c87bad09f2ea5

Aliases

arxiv: 2605.15856 · arxiv_version: 2605.15856v1 · doi: 10.48550/arxiv.2605.15856 · pith_short_12: OE3BD6IUOFUD · pith_short_16: OE3BD6IUOFUDME4D · pith_short_8: OE3BD6IU
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/OE3BD6IUOFUDME4D6X4GF7Y3XI \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 713611f9147168361383f5f862ff1bba279c7635b34a4e8e0a0c87bad09f2ea5
Canonical record JSON
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