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DoubleML 0.6.0
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@SvenKlaassen SvenKlaassen released this 04 Apr 13:16
· 120 commits to 0.6.X since this release
0.6.0
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Learn about vigilant mode.

DoubleML 0.6.0

  • Release highlight: Heterogeneous treatment effects (GATE, CATE, Quantile effects, ...)

  • Add out-of-sample RMSE and targets for nuisance elements and implement nuisance estimation
    evaluation via evaluate_learners(). #182 #188

  • Implement gate() and cate() methods for DoubleMLIRM class. Both are
    based on the new DoubleMLBLP class. #169

  • Implement different type of quantile models #179

    • Potential quantiles (PQ) in class DoubleMLPQ
    • Local potential quantiles (LPQ) in class DoubleMLLPQ
    • Conditional value at risk (CVaR) in class DoubleMLCVAR
    • Quantile treatment effects (QTE) in class DoubleMLQTE

  • Extend clustering to nonlinear scores #190

  • Add ipw_normalization option to DoubleMLIRM and DoubleMLIIVM #186

  • Implement an abstract base class for data backends #173

  • Code refactorings, bug fixes, docu updates, unit test extensions and continuous integration #183 #192 #195 #196

  • Change License to BSD 3-Clause #198

  • Maintenance #174 #178 #181

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