Adding CATE and GATE within IRM for one variable

[CarlesRieraA]

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Description

Added CATE and GATE implementation within IRM model for one conditional variable. (Orthogonal) polynomial and splines approximations are implemented Synthetic example to be the basic example on how to use it

Reference to Issues or PRs

CATE estimation #46 (on the doubleml-hiwi-sandbox repo)

Comments

I am doing this PR to serve as a basis of discussion for how to incorporate CATE into the package. Further discussions are welcomed and I will do my best to adapt it. No unit tests have been developed so far for the CATE/GATE. We would need to talk about that as well. After running the current tests, the following ones failed: test_fetch_bonus_poly, test_irm_exception_with_missings. I'm not sure that's related to my implementation, but it would be great to talk about it. It would also be great to have a discussion on how to document it in the best way.

PR Checklist

Please fill out this PR checklist (see our contributing guidelines for details).

• [ ] The title of the pull request summarizes the changes made.
• [ ] The PR contains a detailed description of all changes and additions.
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[lgtm-com[bot]]

This pull request introduces 6 alerts when merging c0fc156e358066e709ea1d1539d04e49d050189c into b6d130a7cbbf54c93222099f28a8a235922ae0c7 - view on LGTM.com

new alerts:

• 6 for Unused import

[SvenKlaassen]

I will close this issue since the implemtation of CATE and GATE for the IRM model was done with the PR #169 .