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v1.0.0 post-review fix pass: 3 Critical + 5 High + 3 Medium correctness issues
Independent code-review-expert pass on the v1.0 frontier modules surfaced 3 Critical + 5 High + 6 Medium + 2 Low findings. This commit closes every one that represents a real correctness, security, or shape bug, plus adds 8 pinning regression tests that fail the instant any of these bugs come back. Critical fixes - pcmci Fisher-z SE: use sqrt(n - k - 3) effective sample size, not sqrt(df - 1). The old formula was off by one, understating partial- correlation p-values and systematically missing edges in PCMCI. - cohort_anchored_event_study: the ``cluster`` argument was silently dropped — bootstrap resampled cohort ATTs instead of the user- supplied cluster level. Now resamples the user's clusters (or unit id when cluster is None) and recomputes ATT(c, k) from scratch per draw, matching the cluster-robust SE contract. - ltmle_survival targeting step: the offset variable pointed at the observed-arm hazard logit but was never used; the TMLE update applied logit(h_hat_regime) inline, which is the regime-counterfactual hazard. Rebind offset_regime = logit(clip(h_hat_regime)) so the one-step update corrects the correct baseline. High-priority fixes - conformal_density_ite: previously computed a bandwidth and then discarded it, falling back to plain split-conformal on Gaussian- residual quantiles. Now builds a KDE on the difference distribution (ITE-residual convolution) and returns the Hyndman (1996) highest- density region via a shortest-window sweep over sorted smoothed samples — honouring the density-based claim in the docstring. - bridge.ewm_cate: path A and path B shared the same CATE-plug-in DR score, making the agreement test tautological. Path A now uses a pure IPW (Kitagawa-Tetenov 2018) value score with no outcome-model plug-in, giving a genuine dual-path bridge where CATE misspecification affects only one side. - mendelian.mr_multivariable conditional F-stats: replaced the ill-defined ``ss_full - ss_resid`` partition with the standard centered SS_explained = max(SS_total_centered - SS_resid, 0) form, evaluated via WLS weighted by the IVW outcome-SE weights so the Sanderson-Windmeijer F matches the MVMR weighting scheme. - bcf_longitudinal average_ate: the point estimate and CI were computed on different distributions (per-time-point mean vs. bootstrap quantiles). Headline now uses the bootstrap mean so average_ate and average_ci share a single sampling distribution. Medium-priority fixes - conformal_fair_ite: when a protected-group has fewer than 5 calibration points, fall back to the conservative MAX per-group quantile across well-covered groups rather than pooling arms. Preserves the marginal (1 - alpha) coverage guarantee. - causal_rl.structural_mdp: added shape assertions on A / B matrices to make any future slicing change fail loudly; the existing .T transpose was verified numerically against a known A_true, B_true. - causal_llm.llm_dag_propose: sanitize ``domain`` and ``variables`` before interpolation to block prompt-injection via newline or control-character payloads. Dead-variable cleanup - Removed dead ``bM`` in mendelian/multivariable.py, ``fe_cols`` in did/design_robust.py, ``avg`` in bcf/longitudinal.py, and documented the ``_`` RNG placeholder in qte/hd_panel.py. Tests - tests/test_v100_review_fixes.py: 8 pinning tests that each correspond 1:1 to a reviewed finding (or a documented shape/contract). - 357/358 existing + new tests pass (1 pre-existing environmental skip). Non-fixes (out of scope for v1.0.0 patch) - qte.beyond_average_late quantile-translation formula needs primary- source verification against Xie-Wu 2025 — flagged as NEEDS_VERIFICATION for v1.0.1. - bridge.surrogate_pci OLS-on-(D,S,X) construction is potentially conceptually tautological — same: flagged for next release. Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
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CHANGELOG.md

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All notable changes to StatsPAI will be documented in this file.
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## [1.0.0+] - 2026-04-21 — v3 frontier sweep (12-module / 38-estimator pass)
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Round-out pass triggered by the v3 全景图 doc (2026-04-20), filling the
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remaining 2025-2026 frontier gaps that Stata / R / EconML / DoWhy /
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CausalML still lack. **38 new public estimators** across 12 modules,
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all routed through `sp.*` and registered in `sp.list_functions()`.
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### Added — v3 frontier estimators
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- **DiD frontier** (`sp.did_*`): `did_bcf` (Forests for Differences,
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Wüthrich-Zhu 2025), `cohort_anchored_event_study` (arXiv 2509.01829),
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`design_robust_event_study` (arXiv 2601.18801),
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`did_misclassified` (arXiv 2507.20415).
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- **Conformal frontier** (`sp.conformal_*`): `conformal_density_ite`
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(arXiv 2501.14933), `conformal_ite_multidp` (arXiv 2512.08828),
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`conformal_debiased_ml` (arXiv 2604.03772),
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`conformal_fair_ite` (arXiv 2510.08724).
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- **Proximal frontier** (`sp.fortified_pci`, `sp.bidirectional_pci`,
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`sp.pci_mtp`, `sp.select_pci_proxies`): doubly-robust, bidirectional,
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modified-treatment-policies, plus a heuristic proxy selector
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(arXiv 2506.13152 / 2507.13965 / 2512.12038 / 2512.24413).
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- **Distributional / panel QTE** (`sp.dist_iv`, `sp.kan_dlate`,
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`sp.qte_hd_panel`, `sp.beyond_average_late`): full distributional-
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layer LATE + HD-panel QTE + complier-distribution LATE
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(arXiv 2502.07641 / 2506.12765 / 2504.00785 / 2509.15594).
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- **RDD frontier** (`sp.rd_interference`, `sp.rd_multi_score`,
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`sp.rd_distribution`, `sp.rd_bayes_hte`,
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`sp.rd_distributional_design`): five new 2025–2026 supports
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(arXiv 2410.02727 / 2508.15692 / 2504.03992 / 2504.10652 / 2602.19290).
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- **`sp.causal_llm`** (NEW namespace): `llm_dag_propose`,
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`llm_unobserved_confounders`, `llm_sensitivity_priors` — all with
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deterministic heuristic backends (no API key required); accept a
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`client` arg for real LLM injection.
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- **`sp.causal_rl`** (NEW namespace): `causal_dqn` (Confounding-Robust
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Deep Q, arXiv 2510.21110), `causal_rl_benchmark` (5 benchmarks per
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arXiv 2512.18135), `offline_safe_policy` (arXiv 2510.22027).
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- **Cluster RCT × interference** (`sp.cluster_*`, `sp.dnc_gnn_did`):
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matched-pair, cross-cluster, staggered-rollout, DNC+GNN+DiD
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(arXiv 2211.14903 / 2310.18836 / 2502.10939 / 2601.00603).
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- **IV frontier** (`sp.iv.kernel_iv`, `sp.iv.continuous_iv_late`,
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`sp.iv.ivdml`): kernel IV uniform CI + continuous-instrument
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maximal-complier LATE + LASSO-efficient instrument × DML
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(arXiv 2511.21603 / 2504.03063 / 2503.03530).
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- **Meta-learner frontier** (`sp.focal_cate`, `sp.cluster_cate`):
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functional CATE (FOCaL, arXiv 2602.11118) + K-means cluster CATE
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(arXiv 2409.08773).
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- **Bunching unification** (`sp.general_bunching`, `sp.kink_unified`):
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high-order bias correction (Song 2025, arXiv 2411.03625) +
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RDD/RKD/Bunching joint estimator (Lu-Wang-Xie 2025).
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### Tests (v3 sweep)
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- 55 new smoke tests added under `tests/test_*_frontiers.py`,
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`tests/test_causal_llm.py`, `tests/test_causal_rl.py`,
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`tests/test_cluster_rct.py`, `tests/test_metalearner_frontiers.py`,
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`tests/test_bunching_unified.py`. All pass; no regressions in the
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153 core tests for did / iv / rd / dml / proximal / metalearners.
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### Registry (v3 sweep)
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- Total registered functions: **794 → 831** (37 new symbols + 1 result
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class auto-discovered).
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- All 38 surfaced via `sp.list_functions()`, `sp.help()`,
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`sp.function_schema()`, and the OpenAI-compatible JSON schema export.
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## [1.0.0] - 2026-04-21 — Research-frontier capstone: bridging theorems, fairness, surrogates, MVMR, PCMCI, beyond-average QTE
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StatsPAI 1.0 is the capstone release that integrates three years of

src/statspai/__init__.py

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from .causal.multi_arm_forest import multi_arm_forest, MultiArmForestResult
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from .causal.iv_forest import iv_forest, IVForestResult
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from .did import (
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did, did_2x2, ddd, callaway_santanna, sun_abraham,
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did, did_2x2, overlap_weighted_did, dl_propensity_score,
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ddd, callaway_santanna, sun_abraham,
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bacon_decomposition, honest_did, breakdown_m, event_study,
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did_analysis, DIDAnalysis, did_multiplegt, did_imputation, stacked_did, cic,
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wooldridge_did, etwfe, etwfe_emfx, drdid, twfe_decomposition,
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from .metalearners import cate_summary, cate_by_group, cate_plot, cate_group_plot, predict_cate, compare_metalearners, gate_test, blp_test
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from .metalearners import auto_cate, AutoCATEResult
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from .metalearners import auto_cate_tuned
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from .metalearners import (
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focal_cate, FunctionalCATEResult,
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cluster_cate, ClusterCATEResult,
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)
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from .bayes import (
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bayes_did, bayes_rd, bayes_iv, bayes_fuzzy_rd, bayes_hte_iv,
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bayes_mte, bayes_dml, BayesianDMLResult,
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)
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from .bcf import bcf, BayesianCausalForest, bcf_longitudinal, BCFLongResult
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from .bunching import bunching, BunchingEstimator, notch, NotchResult
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from .bunching import (
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general_bunching, GeneralBunchingResult,
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kink_unified, KinkUnifiedResult,
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)
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from .matrix_completion import mc_panel, MCPanel
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from .dose_response import dose_response, DoseResponse, vcnet, scigan, VCNetResult
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from .bounds import lee_bounds, manski_bounds, BoundsResult, horowitz_manski, iv_bounds, oster_delta, selection_bounds, breakdown_frontier, balke_pearl, BalkePearlResult, ml_bounds, MLBoundsResult
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from .interference import spillover, SpilloverEstimator, network_exposure, NetworkExposureResult, peer_effects, PeerEffectsResult, network_hte, inward_outward_spillover, NetworkHTEResult, InwardOutwardResult
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from .interference import (
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cluster_matched_pair, MatchedPairResult,
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cluster_cross_interference, CrossClusterRCTResult,
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cluster_staggered_rollout, StaggeredClusterRCTResult,
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dnc_gnn_did, DNCGNNDiDResult,
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)
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from .dtr import g_estimation, GEstimation, q_learning, QLearningResult, a_learning, ALearningResult, snmm, SNMMResult
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from .multi_treatment import multi_treatment, MultiTreatment
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from .robustness import spec_curve, SpecCurveResult, robustness_report, RobustnessResult, subgroup_analysis, SubgroupResult, copula_sensitivity, survival_sensitivity, calibrate_confounding_strength, FrontierSensitivityResult
@@ -210,6 +225,8 @@
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apply_rules as do_calculus_apply, RuleCheck,
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swig, SWIGGraph, SCM,
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llm_dag, LLMDAGResult,
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llm_causal_assess, pairwise_causal_benchmark,
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LLMCausalAssessResult, PairwiseBenchmarkResult,
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)
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# === Bridging theorems (DiD≡SC, EWM≡CATE, CB≡IPW, Kink≡RDD,
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causal_dqn, CausalDQNResult,
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causal_rl_benchmark, BanditBenchmarkResult,
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offline_safe_policy, OfflineSafeResult,
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causal_bandit, counterfactual_policy_optimization, structural_mdp,
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CausalBanditResult, CFPolicyResult, StructuralMDPResult,
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)
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# === Long-term effects via surrogate indices ===
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generalize as transport_generalize,
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TransportWeightResult,
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identify_transport, TransportIdentificationResult,
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synthesise_evidence, heterogeneity_of_effect, rwd_rct_concordance,
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EvidenceSynthesisResult, HeterogeneityResult, ConcordanceResult,
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)
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# === Off-Policy Evaluation (contextual bandits) ===
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from . import ope
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from .ope import OPEResult
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from .ope import OPEResult, sharp_ope_unobserved, causal_policy_forest, SharpOPEResult, CausalPolicyForestResult
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# === Parametric g-formula (iterative conditional expectation) ===
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from . import gformula
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# v1.0 — frontier sensitivity
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"copula_sensitivity", "survival_sensitivity",
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"calibrate_confounding_strength", "FrontierSensitivityResult",
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# === v0.10 / v1.0 frontier additions ===
1193+
# Bridging theorems
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"bridge", "BridgeResult",
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# DiD frontier
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"did_bcf", "cohort_anchored_event_study",
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"design_robust_event_study", "did_misclassified",
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# Conformal frontier
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"conformal_density_ite", "ConformalDensityResult",
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"conformal_ite_multidp", "MultiDPConformalResult",
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"conformal_debiased_ml", "DebiasedConformalResult",
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"conformal_fair_ite", "FairConformalResult",
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# Proximal frontier
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"fortified_pci", "bidirectional_pci", "pci_mtp",
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"select_pci_proxies", "ProxyScoreResult",
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# Distributional / panel QTE
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"dist_iv", "kan_dlate", "DistIVResult",
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"qte_hd_panel", "HDPanelQTEResult",
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"beyond_average_late", "BeyondAverageResult",
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# RDD frontier
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"rd_interference", "RDInterferenceResult",
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"rd_multi_score", "MultiScoreRDResult",
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"rd_distribution", "DistRDResult",
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"rd_bayes_hte", "BayesRDHTEResult",
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"rd_distributional_design", "DDDResult",
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# Causal × LLM
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"llm_dag_propose", "LLMDAGProposal",
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"llm_unobserved_confounders", "UnobservedConfounderProposal",
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"llm_sensitivity_priors", "SensitivityPriorProposal",
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# Causal RL
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"causal_dqn", "CausalDQNResult",
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"causal_rl_benchmark", "BanditBenchmarkResult",
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"offline_safe_policy", "OfflineSafeResult",
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# Cluster RCT × interference
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"cluster_matched_pair", "MatchedPairResult",
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"cluster_cross_interference", "CrossClusterRCTResult",
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"cluster_staggered_rollout", "StaggeredClusterRCTResult",
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"dnc_gnn_did", "DNCGNNDiDResult",
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# Meta-learner frontier
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"focal_cate", "FunctionalCATEResult",
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"cluster_cate", "ClusterCATEResult",
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# Bunching frontier
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"general_bunching", "GeneralBunchingResult",
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"kink_unified", "KinkUnifiedResult",
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]
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src/statspai/bcf/longitudinal.py

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per_time_ate["ci_low"] = low_col
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per_time_ate["ci_high"] = high_col
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avg = float(np.array([r for r in boot_point]).mean())
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se = float(np.std(boot_point, ddof=1))
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# Centre the point estimate on the bootstrap mean so the headline
325+
# number and the reported CI are on the same scale. Using
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# per_time_ate["ate_point"].mean() for the point and boot_point
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# quantiles for the CI creates a subtle mismatch when bootstrap
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# resamples have different time-period composition.
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boot_mean = float(np.mean(boot_point)) if len(boot_point) else np.nan
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se = float(np.std(boot_point, ddof=1)) if len(boot_point) >= 2 else np.nan
326331
ci = (
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float(np.quantile(boot_point, alpha / 2)),
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float(np.quantile(boot_point, 1 - alpha / 2)),
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)
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# Use the bootstrap mean as the headline average (not the
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# per-time-point mean) so that average_ate and average_ci are
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# centred on the same sampling distribution.
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headline_avg = (
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boot_mean
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if np.isfinite(boot_mean)
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else float(per_time_ate["ate_point"].mean())
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)
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return BCFLongResult(
332345
per_time_ate=per_time_ate,
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average_ate=float(per_time_ate["ate_point"].mean()),
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average_ate=headline_avg,
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average_se=se,
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average_ci=ci,
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individual_cate=individual_cate,

src/statspai/bridge/ewm_cate.py

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value_cate = float(np.mean(score_cate))
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# ---------- Path A: EWM (linear threshold over X) ---------- #
87-
# Brute-force linear policy: π(x) = 1{x'β > 0}, β on the unit sphere.
88-
# Pick a small grid of random β's; keep the one that maximises
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# in-sample DR-policy value.
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# Empirical Welfare Maximization directly scores a candidate policy
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# by an IPW-only value estimate (Kitagawa-Tetenov 2018): the policy
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# maximises E[(2π-1) · Y · 1{D=π}/p(D=π|X)]. Critically, this score
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# does *not* reuse the T-learner CATE — otherwise Path A and Path B
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# are evaluating two policies under the same (plug-in) score, which
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# makes their agreement test tautological. By using an independent
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# IPW value here, a failure of the CATE specification on Path B
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# leaves Path A unaffected (and vice versa), giving a genuine
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# doubly-robust bridge.
9096
p = X.shape[1]
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n_dirs = 200 if p <= 10 else 100
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dirs = rng.standard_normal((n_dirs, p))
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dirs /= np.linalg.norm(dirs, axis=1, keepdims=True) + 1e-12
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def _ipw_value(pi: np.ndarray) -> float:
102+
"""EWM IPW value (no outcome-model plug-in)."""
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match = (D == pi).astype(float)
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# (2π - 1) restores sign so that higher value is better
105+
return float(np.mean((2 * pi - 1) * Y * match * weights))
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best_value = -np.inf
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best_pi = pi_cate
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for beta in dirs:
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pi = (X @ beta > 0).astype(int)
98-
score = (
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cate
100-
+ (Y - (D * cate)) * (2 * pi - 1) * weights * (D == pi)
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)
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v = float(np.mean(score))
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v = _ipw_value(pi)
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if v > best_value:
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best_value = v
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best_pi = pi
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* wb * (D[idx] == pi_b)
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)
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boot_cate[b] = np.mean(sc_b)
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# Use same best β found above for EWM path bootstrap
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# EWM path bootstrap uses the IPW-only score (no CATE
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# plug-in), mirroring the main estimator so the bootstrap
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# SE tracks the correct sampling variance.
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pi_e = best_pi[idx]
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sc_e = (
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cb + (Y[idx] - (D[idx] * cb)) * (2 * pi_e - 1)
127-
* wb * (D[idx] == pi_e)
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)
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boot_ewm[b] = np.mean(sc_e)
136+
match_e = (D[idx] == pi_e).astype(float)
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boot_ewm[b] = float(np.mean(
138+
(2 * pi_e - 1) * Y[idx] * match_e * wb
139+
))
130140
except Exception:
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continue
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se_cate = float(np.nanstd(boot_cate, ddof=1)) or 1e-6

src/statspai/bunching/__init__.py

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from .bunching import bunching, BunchingEstimator
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from .notch import notch, NotchResult
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# v0.10 high-order + unified-with-RDD/RKD
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from .general import general_bunching, GeneralBunchingResult
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from .kink_unified import kink_unified, KinkUnifiedResult
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__all__ = ['bunching', 'BunchingEstimator', 'notch', 'NotchResult']
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__all__ = [
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'bunching', 'BunchingEstimator', 'notch', 'NotchResult',
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'general_bunching', 'GeneralBunchingResult',
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'kink_unified', 'KinkUnifiedResult',
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]

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