Adapter around GenGC's doubly robust estimator. Mirrors est_gengc but
uses GenGC::gengc_dr with cross-fitting while respecting the airlock and
single-thread contract.
Usage
est_gengc_dr(df, tau = cs_tau_oracle, config = list())Arguments
- df
Data frame with
y,w, and covariates; oracle columns (y0,y1,p,structural_te) are dropped before calling GenGC.- tau
Numeric vector of quantile levels passed to
tau_grid.- config
Optional list. Common fields include:
ci_method: CI intent; one of "none", "default", "bootstrap", "native" (see cs_ci_methods).seed: required when bootstrap CIs are requested.n_boot: number of bootstrap draws (default: 200).n_draws(default 300),num_trees(default 800),crossfit_folds(default 5),num_threads(default 1, enforced).method: GenGC engine; one of "qrf" (default) or "qr".screen: logical; whether to enable GenGC screening (default: FALSE).
For this estimator,
ci_method = "default"maps to"bootstrap".