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Add sensitivity analysis to framework class #249

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merged 41 commits into from
Aug 12, 2024

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SvenKlaassen
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@SvenKlaassen SvenKlaassen commented Jun 18, 2024

Description

Removing indirect dependence of sensitivity_plot on sensitivity_analysis by adding new input values rho, level and null_hypothesis.

Moving sensitivity_plot, sensitivity_analysis , _calc_robustness_value and _calc_sensitivity_analysis from DoubleML to DoubleMLFramework class. The computation of confidence intervals over multiple repetitions is now also based on medians not aggregated variances.

Further, this will allow sensitivity analysis for differences in potential outcomes as proposed in #245

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Most of the computations are only valid for identical outcomes and cond. expectations.

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@SvenKlaassen SvenKlaassen merged commit 20d9864 into main Aug 12, 2024
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