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Various bug fixes, performance improvements, and addition of experimental features - #7

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masonrhayes merged 15 commits into
mainfrom
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Aug 10, 2026
Merged

masonrhayes merged 15 commits into
mainfrom
dev

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This PR introduces a variety of bug fixes, performance improvements, and addition of experimental features

Conformal DML (research, experimental)

  • ext/DoubleMLConformalExt extension (DoubleMLConformalExt) enabling ConformalPrediction-wrapped learners, with two new model types:
  • DoubleMLPLRConformal — conformal predictions for the causal inference stage
  • DoubleMLPLRConformalUT — conformal DML using the unscented transform
  • New DGP: make_plr_DTL2025 (from DiTraglia & Liu 2025
  • Example notebooks: conformal_ccddhhnr2018.jl and conformal_dtl2025.jl

Reproducibility & correctness

  • RNG kwarg for model fitting, producing reproducible cross-fitting indices; bootstrapping improvements
  • Bug fix: IRM sample splitting
  • Consolidated standard-error computation into a single function; added numerical warnings and improved UT validation
  • Math docstring corrections and consolidated scitype coercion

Packaging

  • Migrated to Pkg.jl workspaces
  • Updated GitHub Actions workflows (CI)

Docs & examples

  • New project logo + README updates
  • Docs simplified

@masonrhayes
masonrhayes merged commit 1d0ce5c into main Aug 10, 2026
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